COMMISSION IMPLEMENTING REGULATION (EU) 2023/967
of 16 May 2023
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEXES I-III
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Lev |
|
1 |
3,472 % |
6,925 % |
3,462 % |
14,358 % |
3,582 % |
3,422 % |
|
2 |
3,315 % |
5,947 % |
3,305 % |
12,571 % |
3,405 % |
3,265 % |
|
3 |
3,140 % |
5,341 % |
3,130 % |
11,125 % |
3,164 % |
3,090 % |
|
4 |
3,009 % |
4,965 % |
2,999 % |
9,982 % |
3,011 % |
2,959 % |
|
5 |
2,930 % |
4,715 % |
2,920 % |
9,153 % |
2,914 % |
2,880 % |
|
6 |
2,886 % |
4,550 % |
2,876 % |
8,584 % |
2,843 % |
2,836 % |
|
7 |
2,860 % |
4,439 % |
2,850 % |
8,223 % |
2,793 % |
2,810 % |
|
8 |
2,847 % |
4,363 % |
2,837 % |
8,023 % |
2,762 % |
2,798 % |
|
9 |
2,845 % |
4,311 % |
2,835 % |
7,942 % |
2,748 % |
2,796 % |
|
10 |
2,850 % |
4,276 % |
2,840 % |
7,927 % |
2,753 % |
2,800 % |
|
11 |
2,837 % |
4,255 % |
2,827 % |
7,943 % |
2,775 % |
2,787 % |
|
12 |
2,870 % |
4,242 % |
2,860 % |
7,960 % |
2,805 % |
2,820 % |
|
13 |
2,889 % |
4,233 % |
2,879 % |
7,960 % |
2,839 % |
2,839 % |
|
14 |
2,884 % |
4,225 % |
2,874 % |
7,941 % |
2,873 % |
2,834 % |
|
15 |
2,860 % |
4,217 % |
2,850 % |
7,888 % |
2,905 % |
2,811 % |
|
16 |
2,824 % |
4,206 % |
2,814 % |
7,821 % |
2,935 % |
2,774 % |
|
17 |
2,781 % |
4,194 % |
2,771 % |
7,748 % |
2,963 % |
2,731 % |
|
18 |
2,740 % |
4,180 % |
2,730 % |
7,671 % |
2,988 % |
2,690 % |
|
19 |
2,703 % |
4,166 % |
2,693 % |
7,592 % |
3,011 % |
2,653 % |
|
20 |
2,674 % |
4,151 % |
2,664 % |
7,512 % |
3,033 % |
2,625 % |
|
21 |
2,655 % |
4,136 % |
2,646 % |
7,432 % |
3,052 % |
2,607 % |
|
22 |
2,644 % |
4,121 % |
2,635 % |
7,353 % |
3,070 % |
2,597 % |
|
23 |
2,640 % |
4,106 % |
2,631 % |
7,275 % |
3,086 % |
2,593 % |
|
24 |
2,640 % |
4,091 % |
2,631 % |
7,198 % |
3,101 % |
2,595 % |
|
25 |
2,644 % |
4,076 % |
2,635 % |
7,123 % |
3,115 % |
2,600 % |
|
26 |
2,651 % |
4,061 % |
2,643 % |
7,051 % |
3,128 % |
2,608 % |
|
27 |
2,660 % |
4,047 % |
2,652 % |
6,980 % |
3,140 % |
2,618 % |
|
28 |
2,671 % |
4,033 % |
2,663 % |
6,912 % |
3,151 % |
2,630 % |
|
29 |
2,683 % |
4,019 % |
2,675 % |
6,847 % |
3,161 % |
2,643 % |
|
30 |
2,696 % |
4,006 % |
2,688 % |
6,783 % |
3,171 % |
2,657 % |
|
31 |
2,709 % |
3,993 % |
2,701 % |
6,722 % |
3,180 % |
2,671 % |
|
32 |
2,723 % |
3,980 % |
2,715 % |
6,664 % |
3,188 % |
2,686 % |
|
33 |
2,736 % |
3,968 % |
2,729 % |
6,608 % |
3,196 % |
2,701 % |
|
34 |
2,750 % |
3,956 % |
2,743 % |
6,554 % |
3,204 % |
2,715 % |
|
35 |
2,764 % |
3,945 % |
2,758 % |
6,502 % |
3,211 % |
2,730 % |
|
36 |
2,778 % |
3,934 % |
2,772 % |
6,452 % |
3,217 % |
2,745 % |
|
37 |
2,792 % |
3,923 % |
2,785 % |
6,404 % |
3,223 % |
2,759 % |
|
38 |
2,805 % |
3,913 % |
2,799 % |
6,358 % |
3,229 % |
2,774 % |
|
39 |
2,818 % |
3,903 % |
2,812 % |
6,314 % |
3,235 % |
2,788 % |
|
40 |
2,831 % |
3,893 % |
2,825 % |
6,272 % |
3,240 % |
2,801 % |
|
41 |
2,844 % |
3,884 % |
2,838 % |
6,231 % |
3,246 % |
2,814 % |
|
42 |
2,856 % |
3,875 % |
2,850 % |
6,192 % |
3,250 % |
2,827 % |
|
43 |
2,868 % |
3,866 % |
2,862 % |
6,155 % |
3,255 % |
2,840 % |
|
44 |
2,879 % |
3,858 % |
2,874 % |
6,119 % |
3,259 % |
2,852 % |
|
45 |
2,891 % |
3,850 % |
2,885 % |
6,084 % |
3,264 % |
2,864 % |
|
46 |
2,902 % |
3,842 % |
2,896 % |
6,051 % |
3,268 % |
2,875 % |
|
47 |
2,912 % |
3,835 % |
2,907 % |
6,019 % |
3,272 % |
2,886 % |
|
48 |
2,922 % |
3,827 % |
2,917 % |
5,988 % |
3,275 % |
2,897 % |
|
49 |
2,932 % |
3,820 % |
2,927 % |
5,958 % |
3,279 % |
2,908 % |
|
50 |
2,942 % |
3,813 % |
2,937 % |
5,930 % |
3,282 % |
2,918 % |
|
51 |
2,951 % |
3,807 % |
2,946 % |
5,902 % |
3,286 % |
2,927 % |
|
52 |
2,960 % |
3,800 % |
2,956 % |
5,876 % |
3,289 % |
2,937 % |
|
53 |
2,969 % |
3,794 % |
2,964 % |
5,850 % |
3,292 % |
2,946 % |
|
54 |
2,978 % |
3,788 % |
2,973 % |
5,825 % |
3,295 % |
2,955 % |
|
55 |
2,986 % |
3,782 % |
2,981 % |
5,802 % |
3,298 % |
2,964 % |
|
56 |
2,994 % |
3,776 % |
2,989 % |
5,778 % |
3,300 % |
2,972 % |
|
57 |
3,001 % |
3,771 % |
2,997 % |
5,756 % |
3,303 % |
2,980 % |
|
58 |
3,009 % |
3,766 % |
3,005 % |
5,735 % |
3,305 % |
2,988 % |
|
59 |
3,016 % |
3,760 % |
3,012 % |
5,714 % |
3,308 % |
2,996 % |
|
60 |
3,023 % |
3,755 % |
3,019 % |
5,694 % |
3,310 % |
3,003 % |
|
61 |
3,030 % |
3,751 % |
3,026 % |
5,674 % |
3,313 % |
3,010 % |
|
62 |
3,037 % |
3,746 % |
3,033 % |
5,655 % |
3,315 % |
3,017 % |
|
63 |
3,043 % |
3,741 % |
3,039 % |
5,637 % |
3,317 % |
3,024 % |
|
64 |
3,049 % |
3,737 % |
3,045 % |
5,619 % |
3,319 % |
3,030 % |
|
65 |
3,055 % |
3,733 % |
3,052 % |
5,602 % |
3,321 % |
3,037 % |
|
66 |
3,061 % |
3,728 % |
3,058 % |
5,585 % |
3,323 % |
3,043 % |
|
67 |
3,067 % |
3,724 % |
3,063 % |
5,569 % |
3,325 % |
3,049 % |
|
68 |
3,073 % |
3,720 % |
3,069 % |
5,553 % |
3,327 % |
3,055 % |
|
69 |
3,078 % |
3,716 % |
3,074 % |
5,538 % |
3,328 % |
3,060 % |
|
70 |
3,083 % |
3,713 % |
3,080 % |
5,523 % |
3,330 % |
3,066 % |
|
71 |
3,088 % |
3,709 % |
3,085 % |
5,509 % |
3,332 % |
3,071 % |
|
72 |
3,093 % |
3,706 % |
3,090 % |
5,495 % |
3,334 % |
3,076 % |
|
73 |
3,098 % |
3,702 % |
3,095 % |
5,481 % |
3,335 % |
3,081 % |
|
74 |
3,103 % |
3,699 % |
3,100 % |
5,468 % |
3,337 % |
3,086 % |
|
75 |
3,107 % |
3,695 % |
3,104 % |
5,455 % |
3,338 % |
3,091 % |
|
76 |
3,112 % |
3,692 % |
3,109 % |
5,442 % |
3,340 % |
3,096 % |
|
77 |
3,116 % |
3,689 % |
3,113 % |
5,430 % |
3,341 % |
3,100 % |
|
78 |
3,121 % |
3,686 % |
3,117 % |
5,418 % |
3,342 % |
3,105 % |
|
79 |
3,125 % |
3,683 % |
3,122 % |
5,406 % |
3,344 % |
3,109 % |
|
80 |
3,129 % |
3,680 % |
3,126 % |
5,395 % |
3,345 % |
3,113 % |
|
81 |
3,133 % |
3,677 % |
3,130 % |
5,384 % |
3,346 % |
3,118 % |
|
82 |
3,137 % |
3,675 % |
3,134 % |
5,373 % |
3,348 % |
3,122 % |
|
83 |
3,140 % |
3,672 % |
3,137 % |
5,363 % |
3,349 % |
3,126 % |
|
84 |
3,144 % |
3,669 % |
3,141 % |
5,352 % |
3,350 % |
3,129 % |
|
85 |
3,148 % |
3,667 % |
3,145 % |
5,342 % |
3,351 % |
3,133 % |
|
86 |
3,151 % |
3,664 % |
3,148 % |
5,332 % |
3,352 % |
3,137 % |
|
87 |
3,154 % |
3,662 % |
3,152 % |
5,323 % |
3,354 % |
3,140 % |
|
88 |
3,158 % |
3,659 % |
3,155 % |
5,313 % |
3,355 % |
3,144 % |
|
89 |
3,161 % |
3,657 % |
3,158 % |
5,304 % |
3,356 % |
3,147 % |
|
90 |
3,164 % |
3,655 % |
3,162 % |
5,295 % |
3,357 % |
3,151 % |
|
91 |
3,167 % |
3,652 % |
3,165 % |
5,286 % |
3,358 % |
3,154 % |
|
92 |
3,170 % |
3,650 % |
3,168 % |
5,278 % |
3,359 % |
3,157 % |
|
93 |
3,173 % |
3,648 % |
3,171 % |
5,269 % |
3,360 % |
3,160 % |
|
94 |
3,176 % |
3,646 % |
3,174 % |
5,261 % |
3,361 % |
3,163 % |
|
95 |
3,179 % |
3,644 % |
3,177 % |
5,253 % |
3,362 % |
3,166 % |
|
96 |
3,182 % |
3,642 % |
3,180 % |
5,245 % |
3,363 % |
3,169 % |
|
97 |
3,185 % |
3,640 % |
3,182 % |
5,238 % |
3,364 % |
3,172 % |
|
98 |
3,188 % |
3,638 % |
3,185 % |
5,230 % |
3,364 % |
3,175 % |
|
99 |
3,190 % |
3,636 % |
3,188 % |
5,223 % |
3,365 % |
3,178 % |
|
100 |
3,193 % |
3,634 % |
3,190 % |
5,215 % |
3,366 % |
3,181 % |
|
101 |
3,195 % |
3,632 % |
3,193 % |
5,208 % |
3,367 % |
3,183 % |
|
102 |
3,198 % |
3,631 % |
3,195 % |
5,201 % |
3,368 % |
3,186 % |
|
103 |
3,200 % |
3,629 % |
3,198 % |
5,195 % |
3,369 % |
3,188 % |
|
104 |
3,203 % |
3,627 % |
3,200 % |
5,188 % |
3,369 % |
3,191 % |
|
105 |
3,205 % |
3,625 % |
3,203 % |
5,181 % |
3,370 % |
3,193 % |
|
106 |
3,207 % |
3,624 % |
3,205 % |
5,175 % |
3,371 % |
3,196 % |
|
107 |
3,210 % |
3,622 % |
3,207 % |
5,168 % |
3,372 % |
3,198 % |
|
108 |
3,212 % |
3,621 % |
3,210 % |
5,162 % |
3,372 % |
3,201 % |
|
109 |
3,214 % |
3,619 % |
3,212 % |
5,156 % |
3,373 % |
3,203 % |
|
110 |
3,216 % |
3,617 % |
3,214 % |
5,150 % |
3,374 % |
3,205 % |
|
111 |
3,218 % |
3,616 % |
3,216 % |
5,144 % |
3,374 % |
3,207 % |
|
112 |
3,220 % |
3,615 % |
3,218 % |
5,139 % |
3,375 % |
3,209 % |
|
113 |
3,222 % |
3,613 % |
3,220 % |
5,133 % |
3,376 % |
3,212 % |
|
114 |
3,224 % |
3,612 % |
3,222 % |
5,127 % |
3,376 % |
3,214 % |
|
115 |
3,226 % |
3,610 % |
3,224 % |
5,122 % |
3,377 % |
3,216 % |
|
116 |
3,228 % |
3,609 % |
3,226 % |
5,116 % |
3,378 % |
3,218 % |
|
117 |
3,230 % |
3,607 % |
3,228 % |
5,111 % |
3,378 % |
3,220 % |
|
118 |
3,232 % |
3,606 % |
3,230 % |
5,106 % |
3,379 % |
3,222 % |
|
119 |
3,234 % |
3,605 % |
3,232 % |
5,101 % |
3,380 % |
3,224 % |
|
120 |
3,236 % |
3,604 % |
3,234 % |
5,096 % |
3,380 % |
3,225 % |
|
121 |
3,237 % |
3,602 % |
3,235 % |
5,091 % |
3,381 % |
3,227 % |
|
122 |
3,239 % |
3,601 % |
3,237 % |
5,086 % |
3,381 % |
3,229 % |
|
123 |
3,241 % |
3,600 % |
3,239 % |
5,081 % |
3,382 % |
3,231 % |
|
124 |
3,243 % |
3,599 % |
3,241 % |
5,077 % |
3,382 % |
3,233 % |
|
125 |
3,244 % |
3,597 % |
3,242 % |
5,072 % |
3,383 % |
3,234 % |
|
126 |
3,246 % |
3,596 % |
3,244 % |
5,067 % |
3,383 % |
3,236 % |
|
127 |
3,247 % |
3,595 % |
3,246 % |
5,063 % |
3,384 % |
3,238 % |
|
128 |
3,249 % |
3,594 % |
3,247 % |
5,059 % |
3,384 % |
3,239 % |
|
129 |
3,251 % |
3,593 % |
3,249 % |
5,054 % |
3,385 % |
3,241 % |
|
130 |
3,252 % |
3,592 % |
3,250 % |
5,050 % |
3,385 % |
3,243 % |
|
131 |
3,254 % |
3,591 % |
3,252 % |
5,046 % |
3,386 % |
3,244 % |
|
132 |
3,255 % |
3,590 % |
3,253 % |
5,042 % |
3,386 % |
3,246 % |
|
133 |
3,257 % |
3,589 % |
3,255 % |
5,037 % |
3,387 % |
3,247 % |
|
134 |
3,258 % |
3,587 % |
3,256 % |
5,033 % |
3,387 % |
3,249 % |
|
135 |
3,259 % |
3,586 % |
3,258 % |
5,029 % |
3,388 % |
3,250 % |
|
136 |
3,261 % |
3,585 % |
3,259 % |
5,026 % |
3,388 % |
3,252 % |
|
137 |
3,262 % |
3,584 % |
3,260 % |
5,022 % |
3,389 % |
3,253 % |
|
138 |
3,264 % |
3,583 % |
3,262 % |
5,018 % |
3,389 % |
3,255 % |
|
139 |
3,265 % |
3,583 % |
3,263 % |
5,014 % |
3,390 % |
3,256 % |
|
140 |
3,266 % |
3,582 % |
3,264 % |
5,011 % |
3,390 % |
3,258 % |
|
141 |
3,268 % |
3,581 % |
3,266 % |
5,007 % |
3,391 % |
3,259 % |
|
142 |
3,269 % |
3,580 % |
3,267 % |
5,003 % |
3,391 % |
3,260 % |
|
143 |
3,270 % |
3,579 % |
3,268 % |
5,000 % |
3,391 % |
3,262 % |
|
144 |
3,271 % |
3,578 % |
3,270 % |
4,996 % |
3,392 % |
3,263 % |
|
145 |
3,273 % |
3,577 % |
3,271 % |
4,993 % |
3,392 % |
3,264 % |
|
146 |
3,274 % |
3,576 % |
3,272 % |
4,989 % |
3,393 % |
3,265 % |
|
147 |
3,275 % |
3,575 % |
3,273 % |
4,986 % |
3,393 % |
3,267 % |
|
148 |
3,276 % |
3,574 % |
3,275 % |
4,983 % |
3,393 % |
3,268 % |
|
149 |
3,277 % |
3,574 % |
3,276 % |
4,980 % |
3,394 % |
3,269 % |
|
150 |
3,278 % |
3,573 % |
3,277 % |
4,976 % |
3,394 % |
3,270 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,550 % |
6,633 % |
5,949 % |
8,226 % |
3,598 % |
1,936 % |
|
2 |
4,290 % |
6,913 % |
5,901 % |
8,018 % |
3,493 % |
1,925 % |
|
3 |
4,081 % |
7,083 % |
5,892 % |
7,762 % |
3,341 % |
1,908 % |
|
4 |
3,919 % |
7,158 % |
5,871 % |
7,444 % |
3,205 % |
1,895 % |
|
5 |
3,778 % |
7,204 % |
5,866 % |
7,081 % |
3,109 % |
1,889 % |
|
6 |
3,658 % |
7,239 % |
5,869 % |
6,715 % |
3,055 % |
1,890 % |
|
7 |
3,561 % |
7,265 % |
5,877 % |
6,371 % |
3,027 % |
1,895 % |
|
8 |
3,493 % |
7,284 % |
5,888 % |
6,064 % |
3,014 % |
1,903 % |
|
9 |
3,448 % |
7,301 % |
5,905 % |
5,803 % |
3,009 % |
1,913 % |
|
10 |
3,421 % |
7,311 % |
5,920 % |
5,590 % |
3,010 % |
1,924 % |
|
11 |
3,404 % |
7,293 % |
5,916 % |
5,414 % |
3,013 % |
1,936 % |
|
12 |
3,393 % |
7,251 % |
5,895 % |
5,267 % |
3,019 % |
1,949 % |
|
13 |
3,384 % |
7,192 % |
5,862 % |
5,142 % |
3,025 % |
1,961 % |
|
14 |
3,375 % |
7,120 % |
5,820 % |
5,034 % |
3,033 % |
1,973 % |
|
15 |
3,366 % |
7,041 % |
5,772 % |
4,939 % |
3,041 % |
1,986 % |
|
16 |
3,356 % |
6,956 % |
5,720 % |
4,856 % |
3,049 % |
1,998 % |
|
17 |
3,345 % |
6,868 % |
5,666 % |
4,782 % |
3,058 % |
2,010 % |
|
18 |
3,333 % |
6,778 % |
5,610 % |
4,716 % |
3,067 % |
2,021 % |
|
19 |
3,321 % |
6,687 % |
5,554 % |
4,656 % |
3,075 % |
2,032 % |
|
20 |
3,310 % |
6,597 % |
5,498 % |
4,602 % |
3,084 % |
2,043 % |
|
21 |
3,298 % |
6,509 % |
5,442 % |
4,553 % |
3,092 % |
2,054 % |
|
22 |
3,287 % |
6,422 % |
5,388 % |
4,508 % |
3,101 % |
2,064 % |
|
23 |
3,275 % |
6,337 % |
5,334 % |
4,466 % |
3,109 % |
2,074 % |
|
24 |
3,262 % |
6,254 % |
5,282 % |
4,428 % |
3,117 % |
2,083 % |
|
25 |
3,248 % |
6,174 % |
5,232 % |
4,393 % |
3,124 % |
2,092 % |
|
26 |
3,232 % |
6,096 % |
5,183 % |
4,360 % |
3,132 % |
2,101 % |
|
27 |
3,215 % |
6,021 % |
5,136 % |
4,329 % |
3,139 % |
2,110 % |
|
28 |
3,196 % |
5,949 % |
5,090 % |
4,300 % |
3,146 % |
2,118 % |
|
29 |
3,174 % |
5,880 % |
5,046 % |
4,274 % |
3,153 % |
2,126 % |
|
30 |
3,151 % |
5,814 % |
5,004 % |
4,248 % |
3,160 % |
2,133 % |
|
31 |
3,125 % |
5,750 % |
4,963 % |
4,225 % |
3,166 % |
2,141 % |
|
32 |
3,098 % |
5,688 % |
4,924 % |
4,202 % |
3,173 % |
2,148 % |
|
33 |
3,070 % |
5,629 % |
4,886 % |
4,181 % |
3,179 % |
2,155 % |
|
34 |
3,043 % |
5,573 % |
4,850 % |
4,161 % |
3,184 % |
2,161 % |
|
35 |
3,016 % |
5,519 % |
4,815 % |
4,142 % |
3,190 % |
2,168 % |
|
36 |
2,989 % |
5,467 % |
4,782 % |
4,124 % |
3,196 % |
2,174 % |
|
37 |
2,965 % |
5,417 % |
4,750 % |
4,107 % |
3,201 % |
2,180 % |
|
38 |
2,941 % |
5,370 % |
4,719 % |
4,091 % |
3,206 % |
2,185 % |
|
39 |
2,919 % |
5,324 % |
4,689 % |
4,076 % |
3,211 % |
2,191 % |
|
40 |
2,899 % |
5,280 % |
4,661 % |
4,061 % |
3,216 % |
2,196 % |
|
41 |
2,881 % |
5,238 % |
4,633 % |
4,047 % |
3,221 % |
2,201 % |
|
42 |
2,864 % |
5,197 % |
4,607 % |
4,033 % |
3,225 % |
2,206 % |
|
43 |
2,849 % |
5,159 % |
4,582 % |
4,020 % |
3,229 % |
2,211 % |
|
44 |
2,836 % |
5,121 % |
4,558 % |
4,008 % |
3,234 % |
2,216 % |
|
45 |
2,825 % |
5,085 % |
4,534 % |
3,996 % |
3,238 % |
2,220 % |
|
46 |
2,816 % |
5,051 % |
4,512 % |
3,985 % |
3,242 % |
2,225 % |
|
47 |
2,808 % |
5,018 % |
4,490 % |
3,974 % |
3,246 % |
2,229 % |
|
48 |
2,802 % |
4,986 % |
4,469 % |
3,964 % |
3,249 % |
2,233 % |
|
49 |
2,798 % |
4,955 % |
4,449 % |
3,953 % |
3,253 % |
2,237 % |
|
50 |
2,795 % |
4,926 % |
4,430 % |
3,944 % |
3,256 % |
2,241 % |
|
51 |
2,794 % |
4,897 % |
4,411 % |
3,934 % |
3,260 % |
2,244 % |
|
52 |
2,795 % |
4,870 % |
4,393 % |
3,925 % |
3,263 % |
2,248 % |
|
53 |
2,797 % |
4,843 % |
4,376 % |
3,917 % |
3,266 % |
2,251 % |
|
54 |
2,800 % |
4,818 % |
4,359 % |
3,908 % |
3,269 % |
2,255 % |
|
55 |
2,803 % |
4,793 % |
4,343 % |
3,900 % |
3,272 % |
2,258 % |
|
56 |
2,808 % |
4,769 % |
4,327 % |
3,893 % |
3,275 % |
2,261 % |
|
57 |
2,812 % |
4,746 % |
4,312 % |
3,885 % |
3,278 % |
2,264 % |
|
58 |
2,818 % |
4,724 % |
4,297 % |
3,878 % |
3,281 % |
2,267 % |
|
59 |
2,824 % |
4,703 % |
4,283 % |
3,871 % |
3,283 % |
2,270 % |
|
60 |
2,830 % |
4,682 % |
4,269 % |
3,864 % |
3,286 % |
2,273 % |
|
61 |
2,836 % |
4,662 % |
4,256 % |
3,857 % |
3,289 % |
2,276 % |
|
62 |
2,843 % |
4,642 % |
4,243 % |
3,851 % |
3,291 % |
2,278 % |
|
63 |
2,849 % |
4,623 % |
4,230 % |
3,844 % |
3,293 % |
2,281 % |
|
64 |
2,856 % |
4,605 % |
4,218 % |
3,838 % |
3,296 % |
2,284 % |
|
65 |
2,863 % |
4,587 % |
4,206 % |
3,833 % |
3,298 % |
2,286 % |
|
66 |
2,869 % |
4,570 % |
4,195 % |
3,827 % |
3,300 % |
2,288 % |
|
67 |
2,876 % |
4,553 % |
4,184 % |
3,821 % |
3,302 % |
2,291 % |
|
68 |
2,883 % |
4,537 % |
4,173 % |
3,816 % |
3,304 % |
2,293 % |
|
69 |
2,890 % |
4,521 % |
4,163 % |
3,811 % |
3,306 % |
2,295 % |
|
70 |
2,896 % |
4,506 % |
4,153 % |
3,806 % |
3,308 % |
2,297 % |
|
71 |
2,903 % |
4,491 % |
4,143 % |
3,801 % |
3,310 % |
2,299 % |
|
72 |
2,910 % |
4,476 % |
4,133 % |
3,796 % |
3,312 % |
2,301 % |
|
73 |
2,916 % |
4,462 % |
4,124 % |
3,791 % |
3,314 % |
2,303 % |
|
74 |
2,923 % |
4,449 % |
4,115 % |
3,787 % |
3,316 % |
2,305 % |
|
75 |
2,929 % |
4,435 % |
4,106 % |
3,782 % |
3,318 % |
2,307 % |
|
76 |
2,935 % |
4,422 % |
4,097 % |
3,778 % |
3,319 % |
2,309 % |
|
77 |
2,941 % |
4,410 % |
4,089 % |
3,774 % |
3,321 % |
2,311 % |
|
78 |
2,947 % |
4,397 % |
4,080 % |
3,770 % |
3,323 % |
2,313 % |
|
79 |
2,953 % |
4,385 % |
4,072 % |
3,766 % |
3,324 % |
2,314 % |
|
80 |
2,959 % |
4,374 % |
4,065 % |
3,762 % |
3,326 % |
2,316 % |
|
81 |
2,965 % |
4,362 % |
4,057 % |
3,758 % |
3,327 % |
2,318 % |
|
82 |
2,970 % |
4,351 % |
4,050 % |
3,754 % |
3,329 % |
2,319 % |
|
83 |
2,976 % |
4,340 % |
4,042 % |
3,750 % |
3,330 % |
2,321 % |
|
84 |
2,981 % |
4,329 % |
4,035 % |
3,747 % |
3,331 % |
2,322 % |
|
85 |
2,986 % |
4,319 % |
4,028 % |
3,743 % |
3,333 % |
2,324 % |
|
86 |
2,992 % |
4,309 % |
4,022 % |
3,740 % |
3,334 % |
2,325 % |
|
87 |
2,997 % |
4,299 % |
4,015 % |
3,737 % |
3,335 % |
2,327 % |
|
88 |
3,002 % |
4,289 % |
4,009 % |
3,733 % |
3,337 % |
2,328 % |
|
89 |
3,007 % |
4,280 % |
4,002 % |
3,730 % |
3,338 % |
2,329 % |
|
90 |
3,011 % |
4,271 % |
3,996 % |
3,727 % |
3,339 % |
2,331 % |
|
91 |
3,016 % |
4,261 % |
3,990 % |
3,724 % |
3,340 % |
2,332 % |
|
92 |
3,021 % |
4,253 % |
3,984 % |
3,721 % |
3,342 % |
2,333 % |
|
93 |
3,025 % |
4,244 % |
3,979 % |
3,718 % |
3,343 % |
2,334 % |
|
94 |
3,030 % |
4,236 % |
3,973 % |
3,715 % |
3,344 % |
2,336 % |
|
95 |
3,034 % |
4,227 % |
3,967 % |
3,713 % |
3,345 % |
2,337 % |
|
96 |
3,038 % |
4,219 % |
3,962 % |
3,710 % |
3,346 % |
2,338 % |
|
97 |
3,042 % |
4,211 % |
3,957 % |
3,707 % |
3,347 % |
2,339 % |
|
98 |
3,047 % |
4,203 % |
3,952 % |
3,705 % |
3,348 % |
2,340 % |
|
99 |
3,051 % |
4,196 % |
3,947 % |
3,702 % |
3,349 % |
2,341 % |
|
100 |
3,055 % |
4,188 % |
3,942 % |
3,700 % |
3,350 % |
2,342 % |
|
101 |
3,058 % |
4,181 % |
3,937 % |
3,697 % |
3,351 % |
2,344 % |
|
102 |
3,062 % |
4,174 % |
3,932 % |
3,695 % |
3,352 % |
2,345 % |
|
103 |
3,066 % |
4,167 % |
3,927 % |
3,692 % |
3,353 % |
2,346 % |
|
104 |
3,070 % |
4,160 % |
3,923 % |
3,690 % |
3,354 % |
2,347 % |
|
105 |
3,073 % |
4,153 % |
3,918 % |
3,688 % |
3,355 % |
2,348 % |
|
106 |
3,077 % |
4,146 % |
3,914 % |
3,685 % |
3,356 % |
2,349 % |
|
107 |
3,080 % |
4,140 % |
3,909 % |
3,683 % |
3,357 % |
2,349 % |
|
108 |
3,084 % |
4,133 % |
3,905 % |
3,681 % |
3,358 % |
2,350 % |
|
109 |
3,087 % |
4,127 % |
3,901 % |
3,679 % |
3,358 % |
2,351 % |
|
110 |
3,090 % |
4,121 % |
3,897 % |
3,677 % |
3,359 % |
2,352 % |
|
111 |
3,093 % |
4,115 % |
3,893 % |
3,675 % |
3,360 % |
2,353 % |
|
112 |
3,097 % |
4,109 % |
3,889 % |
3,673 % |
3,361 % |
2,354 % |
|
113 |
3,100 % |
4,103 % |
3,885 % |
3,671 % |
3,362 % |
2,355 % |
|
114 |
3,103 % |
4,097 % |
3,881 % |
3,669 % |
3,362 % |
2,356 % |
|
115 |
3,106 % |
4,092 % |
3,877 % |
3,667 % |
3,363 % |
2,356 % |
|
116 |
3,109 % |
4,086 % |
3,874 % |
3,665 % |
3,364 % |
2,357 % |
|
117 |
3,112 % |
4,081 % |
3,870 % |
3,663 % |
3,365 % |
2,358 % |
|
118 |
3,114 % |
4,075 % |
3,866 % |
3,662 % |
3,365 % |
2,359 % |
|
119 |
3,117 % |
4,070 % |
3,863 % |
3,660 % |
3,366 % |
2,360 % |
|
120 |
3,120 % |
4,065 % |
3,859 % |
3,658 % |
3,367 % |
2,360 % |
|
121 |
3,123 % |
4,060 % |
3,856 % |
3,656 % |
3,368 % |
2,361 % |
|
122 |
3,125 % |
4,055 % |
3,853 % |
3,655 % |
3,368 % |
2,362 % |
|
123 |
3,128 % |
4,050 % |
3,849 % |
3,653 % |
3,369 % |
2,362 % |
|
124 |
3,131 % |
4,045 % |
3,846 % |
3,651 % |
3,370 % |
2,363 % |
|
125 |
3,133 % |
4,040 % |
3,843 % |
3,650 % |
3,370 % |
2,364 % |
|
126 |
3,136 % |
4,035 % |
3,840 % |
3,648 % |
3,371 % |
2,365 % |
|
127 |
3,138 % |
4,031 % |
3,837 % |
3,647 % |
3,371 % |
2,365 % |
|
128 |
3,141 % |
4,026 % |
3,834 % |
3,645 % |
3,372 % |
2,366 % |
|
129 |
3,143 % |
4,022 % |
3,831 % |
3,643 % |
3,373 % |
2,367 % |
|
130 |
3,145 % |
4,017 % |
3,828 % |
3,642 % |
3,373 % |
2,367 % |
|
131 |
3,148 % |
4,013 % |
3,825 % |
3,641 % |
3,374 % |
2,368 % |
|
132 |
3,150 % |
4,009 % |
3,822 % |
3,639 % |
3,374 % |
2,368 % |
|
133 |
3,152 % |
4,005 % |
3,819 % |
3,638 % |
3,375 % |
2,369 % |
|
134 |
3,154 % |
4,000 % |
3,817 % |
3,636 % |
3,376 % |
2,370 % |
|
135 |
3,157 % |
3,996 % |
3,814 % |
3,635 % |
3,376 % |
2,370 % |
|
136 |
3,159 % |
3,992 % |
3,811 % |
3,634 % |
3,377 % |
2,371 % |
|
137 |
3,161 % |
3,988 % |
3,809 % |
3,632 % |
3,377 % |
2,371 % |
|
138 |
3,163 % |
3,984 % |
3,806 % |
3,631 % |
3,378 % |
2,372 % |
|
139 |
3,165 % |
3,981 % |
3,803 % |
3,630 % |
3,378 % |
2,373 % |
|
140 |
3,167 % |
3,977 % |
3,801 % |
3,628 % |
3,379 % |
2,373 % |
|
141 |
3,169 % |
3,973 % |
3,798 % |
3,627 % |
3,379 % |
2,374 % |
|
142 |
3,171 % |
3,969 % |
3,796 % |
3,626 % |
3,380 % |
2,374 % |
|
143 |
3,173 % |
3,966 % |
3,794 % |
3,625 % |
3,380 % |
2,375 % |
|
144 |
3,175 % |
3,962 % |
3,791 % |
3,623 % |
3,381 % |
2,375 % |
|
145 |
3,177 % |
3,959 % |
3,789 % |
3,622 % |
3,381 % |
2,376 % |
|
146 |
3,179 % |
3,955 % |
3,786 % |
3,621 % |
3,382 % |
2,376 % |
|
147 |
3,181 % |
3,952 % |
3,784 % |
3,620 % |
3,382 % |
2,377 % |
|
148 |
3,182 % |
3,948 % |
3,782 % |
3,619 % |
3,383 % |
2,377 % |
|
149 |
3,184 % |
3,945 % |
3,780 % |
3,618 % |
3,383 % |
2,378 % |
|
150 |
3,186 % |
3,942 % |
3,777 % |
3,616 % |
3,383 % |
2,378 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
3,653 % |
1,887 % |
4,277 % |
7,538 % |
10,381 % |
4,049 % |
|
2 |
3,559 % |
1,834 % |
3,976 % |
6,721 % |
10,732 % |
3,724 % |
|
3 |
3,462 % |
1,839 % |
3,564 % |
6,208 % |
10,922 % |
3,599 % |
|
4 |
3,362 % |
1,872 % |
3,273 % |
5,841 % |
11,082 % |
3,525 % |
|
5 |
3,415 % |
1,933 % |
3,105 % |
5,577 % |
11,219 % |
3,440 % |
|
6 |
3,497 % |
2,011 % |
3,037 % |
5,385 % |
11,320 % |
3,432 % |
|
7 |
3,576 % |
2,099 % |
3,023 % |
5,246 % |
11,431 % |
3,456 % |
|
8 |
3,651 % |
2,191 % |
3,030 % |
5,149 % |
11,537 % |
3,468 % |
|
9 |
3,713 % |
2,281 % |
3,045 % |
5,083 % |
11,621 % |
3,470 % |
|
10 |
3,762 % |
2,366 % |
3,060 % |
5,036 % |
11,697 % |
3,469 % |
|
11 |
3,808 % |
2,446 % |
3,071 % |
4,997 % |
11,720 % |
3,469 % |
|
12 |
3,850 % |
2,521 % |
3,079 % |
4,965 % |
11,690 % |
3,469 % |
|
13 |
3,881 % |
2,590 % |
3,084 % |
4,937 % |
11,622 % |
3,470 % |
|
14 |
3,901 % |
2,653 % |
3,087 % |
4,913 % |
11,523 % |
3,471 % |
|
15 |
3,909 % |
2,709 % |
3,090 % |
4,892 % |
11,402 % |
3,471 % |
|
16 |
3,908 % |
2,758 % |
3,092 % |
4,873 % |
11,264 % |
3,472 % |
|
17 |
3,897 % |
2,801 % |
3,093 % |
4,856 % |
11,115 % |
3,472 % |
|
18 |
3,878 % |
2,840 % |
3,094 % |
4,841 % |
10,957 % |
3,472 % |
|
19 |
3,853 % |
2,874 % |
3,095 % |
4,827 % |
10,794 % |
3,472 % |
|
20 |
3,820 % |
2,904 % |
3,096 % |
4,814 % |
10,629 % |
3,472 % |
|
21 |
3,783 % |
2,932 % |
3,097 % |
4,802 % |
10,462 % |
3,472 % |
|
22 |
3,741 % |
2,957 % |
3,098 % |
4,792 % |
10,297 % |
3,472 % |
|
23 |
3,698 % |
2,980 % |
3,099 % |
4,782 % |
10,133 % |
3,472 % |
|
24 |
3,654 % |
3,001 % |
3,101 % |
4,773 % |
9,973 % |
3,472 % |
|
25 |
3,610 % |
3,020 % |
3,103 % |
4,764 % |
9,816 % |
3,472 % |
|
26 |
3,568 % |
3,038 % |
3,105 % |
4,756 % |
9,664 % |
3,472 % |
|
27 |
3,528 % |
3,054 % |
3,108 % |
4,748 % |
9,516 % |
3,471 % |
|
28 |
3,492 % |
3,069 % |
3,110 % |
4,741 % |
9,373 % |
3,471 % |
|
29 |
3,459 % |
3,083 % |
3,113 % |
4,735 % |
9,236 % |
3,471 % |
|
30 |
3,430 % |
3,096 % |
3,117 % |
4,728 % |
9,103 % |
3,471 % |
|
31 |
3,406 % |
3,108 % |
3,121 % |
4,722 % |
8,976 % |
3,470 % |
|
32 |
3,387 % |
3,119 % |
3,125 % |
4,717 % |
8,853 % |
3,470 % |
|
33 |
3,370 % |
3,130 % |
3,129 % |
4,711 % |
8,736 % |
3,470 % |
|
34 |
3,357 % |
3,140 % |
3,133 % |
4,706 % |
8,623 % |
3,470 % |
|
35 |
3,346 % |
3,149 % |
3,138 % |
4,701 % |
8,515 % |
3,469 % |
|
36 |
3,337 % |
3,158 % |
3,143 % |
4,697 % |
8,412 % |
3,469 % |
|
37 |
3,329 % |
3,166 % |
3,147 % |
4,692 % |
8,313 % |
3,469 % |
|
38 |
3,323 % |
3,174 % |
3,152 % |
4,688 % |
8,218 % |
3,469 % |
|
39 |
3,319 % |
3,182 % |
3,157 % |
4,684 % |
8,128 % |
3,468 % |
|
40 |
3,315 % |
3,189 % |
3,161 % |
4,680 % |
8,041 % |
3,468 % |
|
41 |
3,312 % |
3,195 % |
3,166 % |
4,676 % |
7,957 % |
3,468 % |
|
42 |
3,310 % |
3,202 % |
3,170 % |
4,672 % |
7,877 % |
3,468 % |
|
43 |
3,309 % |
3,208 % |
3,175 % |
4,669 % |
7,801 % |
3,467 % |
|
44 |
3,308 % |
3,214 % |
3,179 % |
4,666 % |
7,727 % |
3,467 % |
|
45 |
3,308 % |
3,219 % |
3,184 % |
4,662 % |
7,657 % |
3,467 % |
|
46 |
3,308 % |
3,224 % |
3,188 % |
4,659 % |
7,589 % |
3,467 % |
|
47 |
3,308 % |
3,229 % |
3,192 % |
4,656 % |
7,524 % |
3,467 % |
|
48 |
3,308 % |
3,234 % |
3,196 % |
4,653 % |
7,461 % |
3,466 % |
|
49 |
3,309 % |
3,239 % |
3,201 % |
4,651 % |
7,401 % |
3,466 % |
|
50 |
3,310 % |
3,243 % |
3,205 % |
4,648 % |
7,343 % |
3,466 % |
|
51 |
3,311 % |
3,247 % |
3,208 % |
4,645 % |
7,288 % |
3,466 % |
|
52 |
3,312 % |
3,251 % |
3,212 % |
4,643 % |
7,234 % |
3,465 % |
|
53 |
3,314 % |
3,255 % |
3,216 % |
4,640 % |
7,183 % |
3,465 % |
|
54 |
3,315 % |
3,259 % |
3,220 % |
4,638 % |
7,133 % |
3,465 % |
|
55 |
3,317 % |
3,263 % |
3,223 % |
4,636 % |
7,085 % |
3,465 % |
|
56 |
3,318 % |
3,266 % |
3,227 % |
4,634 % |
7,038 % |
3,465 % |
|
57 |
3,320 % |
3,269 % |
3,230 % |
4,632 % |
6,994 % |
3,464 % |
|
58 |
3,321 % |
3,273 % |
3,233 % |
4,629 % |
6,950 % |
3,464 % |
|
59 |
3,323 % |
3,276 % |
3,237 % |
4,627 % |
6,909 % |
3,464 % |
|
60 |
3,324 % |
3,279 % |
3,240 % |
4,625 % |
6,868 % |
3,464 % |
|
61 |
3,326 % |
3,282 % |
3,243 % |
4,624 % |
6,829 % |
3,464 % |
|
62 |
3,328 % |
3,284 % |
3,246 % |
4,622 % |
6,791 % |
3,464 % |
|
63 |
3,329 % |
3,287 % |
3,249 % |
4,620 % |
6,755 % |
3,463 % |
|
64 |
3,331 % |
3,290 % |
3,252 % |
4,618 % |
6,719 % |
3,463 % |
|
65 |
3,332 % |
3,292 % |
3,255 % |
4,616 % |
6,685 % |
3,463 % |
|
66 |
3,334 % |
3,295 % |
3,257 % |
4,615 % |
6,651 % |
3,463 % |
|
67 |
3,335 % |
3,297 % |
3,260 % |
4,613 % |
6,619 % |
3,463 % |
|
68 |
3,337 % |
3,299 % |
3,263 % |
4,612 % |
6,588 % |
3,463 % |
|
69 |
3,338 % |
3,302 % |
3,265 % |
4,610 % |
6,557 % |
3,462 % |
|
70 |
3,340 % |
3,304 % |
3,268 % |
4,609 % |
6,527 % |
3,462 % |
|
71 |
3,341 % |
3,306 % |
3,270 % |
4,607 % |
6,499 % |
3,462 % |
|
72 |
3,342 % |
3,308 % |
3,272 % |
4,606 % |
6,471 % |
3,462 % |
|
73 |
3,344 % |
3,310 % |
3,275 % |
4,604 % |
6,443 % |
3,462 % |
|
74 |
3,345 % |
3,312 % |
3,277 % |
4,603 % |
6,417 % |
3,462 % |
|
75 |
3,346 % |
3,314 % |
3,279 % |
4,602 % |
6,391 % |
3,462 % |
|
76 |
3,348 % |
3,316 % |
3,281 % |
4,600 % |
6,366 % |
3,461 % |
|
77 |
3,349 % |
3,317 % |
3,283 % |
4,599 % |
6,342 % |
3,461 % |
|
78 |
3,350 % |
3,319 % |
3,286 % |
4,598 % |
6,318 % |
3,461 % |
|
79 |
3,351 % |
3,321 % |
3,288 % |
4,597 % |
6,295 % |
3,461 % |
|
80 |
3,353 % |
3,322 % |
3,290 % |
4,596 % |
6,272 % |
3,461 % |
|
81 |
3,354 % |
3,324 % |
3,291 % |
4,595 % |
6,250 % |
3,461 % |
|
82 |
3,355 % |
3,325 % |
3,293 % |
4,593 % |
6,229 % |
3,461 % |
|
83 |
3,356 % |
3,327 % |
3,295 % |
4,592 % |
6,208 % |
3,461 % |
|
84 |
3,357 % |
3,328 % |
3,297 % |
4,591 % |
6,187 % |
3,460 % |
|
85 |
3,358 % |
3,330 % |
3,299 % |
4,590 % |
6,167 % |
3,460 % |
|
86 |
3,359 % |
3,331 % |
3,300 % |
4,589 % |
6,147 % |
3,460 % |
|
87 |
3,360 % |
3,333 % |
3,302 % |
4,588 % |
6,128 % |
3,460 % |
|
88 |
3,361 % |
3,334 % |
3,304 % |
4,587 % |
6,110 % |
3,460 % |
|
89 |
3,362 % |
3,335 % |
3,305 % |
4,586 % |
6,092 % |
3,460 % |
|
90 |
3,363 % |
3,337 % |
3,307 % |
4,585 % |
6,074 % |
3,460 % |
|
91 |
3,364 % |
3,338 % |
3,309 % |
4,584 % |
6,056 % |
3,460 % |
|
92 |
3,365 % |
3,339 % |
3,310 % |
4,584 % |
6,039 % |
3,460 % |
|
93 |
3,366 % |
3,340 % |
3,312 % |
4,583 % |
6,023 % |
3,459 % |
|
94 |
3,367 % |
3,342 % |
3,313 % |
4,582 % |
6,006 % |
3,459 % |
|
95 |
3,368 % |
3,343 % |
3,314 % |
4,581 % |
5,990 % |
3,459 % |
|
96 |
3,369 % |
3,344 % |
3,316 % |
4,580 % |
5,975 % |
3,459 % |
|
97 |
3,369 % |
3,345 % |
3,317 % |
4,579 % |
5,959 % |
3,459 % |
|
98 |
3,370 % |
3,346 % |
3,318 % |
4,579 % |
5,944 % |
3,459 % |
|
99 |
3,371 % |
3,347 % |
3,320 % |
4,578 % |
5,930 % |
3,459 % |
|
100 |
3,372 % |
3,348 % |
3,321 % |
4,577 % |
5,915 % |
3,459 % |
|
101 |
3,373 % |
3,349 % |
3,322 % |
4,576 % |
5,901 % |
3,459 % |
|
102 |
3,373 % |
3,350 % |
3,324 % |
4,575 % |
5,887 % |
3,459 % |
|
103 |
3,374 % |
3,351 % |
3,325 % |
4,575 % |
5,874 % |
3,459 % |
|
104 |
3,375 % |
3,352 % |
3,326 % |
4,574 % |
5,861 % |
3,459 % |
|
105 |
3,376 % |
3,353 % |
3,327 % |
4,573 % |
5,847 % |
3,458 % |
|
106 |
3,376 % |
3,354 % |
3,328 % |
4,573 % |
5,835 % |
3,458 % |
|
107 |
3,377 % |
3,355 % |
3,329 % |
4,572 % |
5,822 % |
3,458 % |
|
108 |
3,378 % |
3,356 % |
3,331 % |
4,571 % |
5,810 % |
3,458 % |
|
109 |
3,378 % |
3,357 % |
3,332 % |
4,571 % |
5,798 % |
3,458 % |
|
110 |
3,379 % |
3,357 % |
3,333 % |
4,570 % |
5,786 % |
3,458 % |
|
111 |
3,380 % |
3,358 % |
3,334 % |
4,569 % |
5,774 % |
3,458 % |
|
112 |
3,380 % |
3,359 % |
3,335 % |
4,569 % |
5,763 % |
3,458 % |
|
113 |
3,381 % |
3,360 % |
3,336 % |
4,568 % |
5,752 % |
3,458 % |
|
114 |
3,381 % |
3,361 % |
3,337 % |
4,568 % |
5,740 % |
3,458 % |
|
115 |
3,382 % |
3,361 % |
3,338 % |
4,567 % |
5,730 % |
3,458 % |
|
116 |
3,383 % |
3,362 % |
3,339 % |
4,566 % |
5,719 % |
3,458 % |
|
117 |
3,383 % |
3,363 % |
3,340 % |
4,566 % |
5,708 % |
3,458 % |
|
118 |
3,384 % |
3,364 % |
3,341 % |
4,565 % |
5,698 % |
3,458 % |
|
119 |
3,384 % |
3,364 % |
3,342 % |
4,565 % |
5,688 % |
3,457 % |
|
120 |
3,385 % |
3,365 % |
3,342 % |
4,564 % |
5,678 % |
3,457 % |
|
121 |
3,385 % |
3,366 % |
3,343 % |
4,564 % |
5,668 % |
3,457 % |
|
122 |
3,386 % |
3,367 % |
3,344 % |
4,563 % |
5,659 % |
3,457 % |
|
123 |
3,386 % |
3,367 % |
3,345 % |
4,563 % |
5,649 % |
3,457 % |
|
124 |
3,387 % |
3,368 % |
3,346 % |
4,562 % |
5,640 % |
3,457 % |
|
125 |
3,387 % |
3,369 % |
3,347 % |
4,562 % |
5,631 % |
3,457 % |
|
126 |
3,388 % |
3,369 % |
3,348 % |
4,561 % |
5,622 % |
3,457 % |
|
127 |
3,388 % |
3,370 % |
3,348 % |
4,561 % |
5,613 % |
3,457 % |
|
128 |
3,389 % |
3,370 % |
3,349 % |
4,560 % |
5,604 % |
3,457 % |
|
129 |
3,389 % |
3,371 % |
3,350 % |
4,560 % |
5,595 % |
3,457 % |
|
130 |
3,390 % |
3,372 % |
3,351 % |
4,559 % |
5,587 % |
3,457 % |
|
131 |
3,390 % |
3,372 % |
3,351 % |
4,559 % |
5,579 % |
3,457 % |
|
132 |
3,391 % |
3,373 % |
3,352 % |
4,558 % |
5,570 % |
3,457 % |
|
133 |
3,391 % |
3,373 % |
3,353 % |
4,558 % |
5,562 % |
3,457 % |
|
134 |
3,392 % |
3,374 % |
3,354 % |
4,558 % |
5,554 % |
3,457 % |
|
135 |
3,392 % |
3,375 % |
3,354 % |
4,557 % |
5,547 % |
3,457 % |
|
136 |
3,392 % |
3,375 % |
3,355 % |
4,557 % |
5,539 % |
3,457 % |
|
137 |
3,393 % |
3,376 % |
3,356 % |
4,556 % |
5,531 % |
3,457 % |
|
138 |
3,393 % |
3,376 % |
3,356 % |
4,556 % |
5,524 % |
3,456 % |
|
139 |
3,394 % |
3,377 % |
3,357 % |
4,556 % |
5,516 % |
3,456 % |
|
140 |
3,394 % |
3,377 % |
3,358 % |
4,555 % |
5,509 % |
3,456 % |
|
141 |
3,395 % |
3,378 % |
3,358 % |
4,555 % |
5,502 % |
3,456 % |
|
142 |
3,395 % |
3,378 % |
3,359 % |
4,554 % |
5,495 % |
3,456 % |
|
143 |
3,395 % |
3,379 % |
3,360 % |
4,554 % |
5,488 % |
3,456 % |
|
144 |
3,396 % |
3,379 % |
3,360 % |
4,554 % |
5,481 % |
3,456 % |
|
145 |
3,396 % |
3,380 % |
3,361 % |
4,553 % |
5,474 % |
3,456 % |
|
146 |
3,396 % |
3,380 % |
3,362 % |
4,553 % |
5,467 % |
3,456 % |
|
147 |
3,397 % |
3,381 % |
3,362 % |
4,553 % |
5,461 % |
3,456 % |
|
148 |
3,397 % |
3,381 % |
3,363 % |
4,552 % |
5,454 % |
3,456 % |
|
149 |
3,397 % |
3,382 % |
3,363 % |
4,552 % |
5,448 % |
3,456 % |
|
150 |
3,398 % |
3,382 % |
3,364 % |
4,551 % |
5,441 % |
3,456 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
7,130 % |
11,813 % |
0,979 % |
5,316 % |
8,251 % |
12,504 % |
|
2 |
7,142 % |
10,294 % |
0,985 % |
4,970 % |
7,998 % |
11,739 % |
|
3 |
7,177 % |
9,338 % |
0,997 % |
4,649 % |
7,969 % |
11,763 % |
|
4 |
7,199 % |
8,848 % |
1,013 % |
4,448 % |
8,091 % |
11,999 % |
|
5 |
7,230 % |
8,623 % |
1,031 % |
4,327 % |
8,304 % |
12,269 % |
|
6 |
7,267 % |
8,536 % |
1,052 % |
4,270 % |
8,603 % |
12,506 % |
|
7 |
7,303 % |
8,512 % |
1,075 % |
4,240 % |
8,899 % |
12,723 % |
|
8 |
7,336 % |
8,510 % |
1,097 % |
4,219 % |
9,168 % |
12,912 % |
|
9 |
7,369 % |
8,506 % |
1,121 % |
4,207 % |
9,406 % |
13,056 % |
|
10 |
7,393 % |
8,486 % |
1,145 % |
4,206 % |
9,610 % |
13,175 % |
|
11 |
7,399 % |
8,441 % |
1,182 % |
4,216 % |
9,778 % |
13,229 % |
|
12 |
7,389 % |
8,378 % |
1,231 % |
4,234 % |
9,912 % |
13,222 % |
|
13 |
7,369 % |
8,301 % |
1,287 % |
4,255 % |
10,013 % |
13,168 % |
|
14 |
7,341 % |
8,216 % |
1,346 % |
4,277 % |
10,081 % |
13,077 % |
|
15 |
7,307 % |
8,125 % |
1,407 % |
4,299 % |
10,115 % |
12,957 % |
|
16 |
7,270 % |
8,030 % |
1,468 % |
4,318 % |
10,116 % |
12,817 % |
|
17 |
7,231 % |
7,934 % |
1,528 % |
4,335 % |
10,089 % |
12,661 % |
|
18 |
7,190 % |
7,837 % |
1,587 % |
4,348 % |
10,042 % |
12,493 % |
|
19 |
7,148 % |
7,741 % |
1,645 % |
4,357 % |
9,978 % |
12,317 % |
|
20 |
7,106 % |
7,646 % |
1,701 % |
4,361 % |
9,902 % |
12,137 % |
|
21 |
7,065 % |
7,553 % |
1,754 % |
4,360 % |
9,817 % |
11,954 % |
|
22 |
7,024 % |
7,462 % |
1,806 % |
4,355 % |
9,726 % |
11,771 % |
|
23 |
6,983 % |
7,374 % |
1,856 % |
4,347 % |
9,630 % |
11,589 % |
|
24 |
6,944 % |
7,289 % |
1,903 % |
4,336 % |
9,533 % |
11,410 % |
|
25 |
6,905 % |
7,206 % |
1,949 % |
4,324 % |
9,434 % |
11,234 % |
|
26 |
6,868 % |
7,127 % |
1,993 % |
4,310 % |
9,335 % |
11,062 % |
|
27 |
6,832 % |
7,050 % |
2,034 % |
4,296 % |
9,237 % |
10,896 % |
|
28 |
6,797 % |
6,977 % |
2,074 % |
4,280 % |
9,141 % |
10,734 % |
|
29 |
6,763 % |
6,906 % |
2,112 % |
4,264 % |
9,046 % |
10,578 % |
|
30 |
6,730 % |
6,838 % |
2,149 % |
4,248 % |
8,954 % |
10,428 % |
|
31 |
6,699 % |
6,773 % |
2,184 % |
4,232 % |
8,865 % |
10,283 % |
|
32 |
6,668 % |
6,711 % |
2,217 % |
4,216 % |
8,778 % |
10,144 % |
|
33 |
6,639 % |
6,651 % |
2,249 % |
4,200 % |
8,694 % |
10,010 % |
|
34 |
6,611 % |
6,594 % |
2,280 % |
4,184 % |
8,613 % |
9,882 % |
|
35 |
6,584 % |
6,539 % |
2,309 % |
4,168 % |
8,534 % |
9,759 % |
|
36 |
6,558 % |
6,487 % |
2,337 % |
4,153 % |
8,459 % |
9,642 % |
|
37 |
6,533 % |
6,436 % |
2,364 % |
4,138 % |
8,386 % |
9,529 % |
|
38 |
6,509 % |
6,388 % |
2,389 % |
4,124 % |
8,317 % |
9,421 % |
|
39 |
6,486 % |
6,342 % |
2,414 % |
4,109 % |
8,250 % |
9,318 % |
|
40 |
6,463 % |
6,297 % |
2,438 % |
4,096 % |
8,185 % |
9,218 % |
|
41 |
6,442 % |
6,255 % |
2,461 % |
4,082 % |
8,123 % |
9,124 % |
|
42 |
6,421 % |
6,214 % |
2,482 % |
4,069 % |
8,064 % |
9,033 % |
|
43 |
6,401 % |
6,175 % |
2,503 % |
4,056 % |
8,006 % |
8,945 % |
|
44 |
6,382 % |
6,137 % |
2,523 % |
4,044 % |
7,951 % |
8,862 % |
|
45 |
6,364 % |
6,101 % |
2,543 % |
4,032 % |
7,899 % |
8,781 % |
|
46 |
6,346 % |
6,066 % |
2,562 % |
4,021 % |
7,848 % |
8,704 % |
|
47 |
6,329 % |
6,033 % |
2,579 % |
4,010 % |
7,799 % |
8,630 % |
|
48 |
6,313 % |
6,000 % |
2,597 % |
3,999 % |
7,752 % |
8,559 % |
|
49 |
6,297 % |
5,969 % |
2,613 % |
3,988 % |
7,706 % |
8,491 % |
|
50 |
6,281 % |
5,940 % |
2,629 % |
3,978 % |
7,663 % |
8,425 % |
|
51 |
6,267 % |
5,911 % |
2,645 % |
3,969 % |
7,621 % |
8,362 % |
|
52 |
6,252 % |
5,883 % |
2,660 % |
3,959 % |
7,580 % |
8,301 % |
|
53 |
6,238 % |
5,856 % |
2,674 % |
3,950 % |
7,541 % |
8,242 % |
|
54 |
6,225 % |
5,831 % |
2,688 % |
3,941 % |
7,504 % |
8,185 % |
|
55 |
6,212 % |
5,806 % |
2,702 % |
3,932 % |
7,467 % |
8,131 % |
|
56 |
6,200 % |
5,782 % |
2,715 % |
3,924 % |
7,432 % |
8,078 % |
|
57 |
6,188 % |
5,759 % |
2,727 % |
3,916 % |
7,398 % |
8,027 % |
|
58 |
6,176 % |
5,736 % |
2,740 % |
3,908 % |
7,366 % |
7,978 % |
|
59 |
6,165 % |
5,714 % |
2,751 % |
3,901 % |
7,334 % |
7,931 % |
|
60 |
6,154 % |
5,693 % |
2,763 % |
3,893 % |
7,303 % |
7,885 % |
|
61 |
6,143 % |
5,673 % |
2,774 % |
3,886 % |
7,274 % |
7,840 % |
|
62 |
6,133 % |
5,653 % |
2,785 % |
3,879 % |
7,245 % |
7,797 % |
|
63 |
6,123 % |
5,634 % |
2,795 % |
3,873 % |
7,217 % |
7,756 % |
|
64 |
6,113 % |
5,616 % |
2,805 % |
3,866 % |
7,190 % |
7,716 % |
|
65 |
6,104 % |
5,598 % |
2,815 % |
3,860 % |
7,164 % |
7,676 % |
|
66 |
6,095 % |
5,580 % |
2,824 % |
3,854 % |
7,139 % |
7,639 % |
|
67 |
6,086 % |
5,564 % |
2,834 % |
3,848 % |
7,114 % |
7,602 % |
|
68 |
6,078 % |
5,547 % |
2,843 % |
3,842 % |
7,090 % |
7,566 % |
|
69 |
6,069 % |
5,531 % |
2,851 % |
3,836 % |
7,067 % |
7,532 % |
|
70 |
6,061 % |
5,516 % |
2,860 % |
3,831 % |
7,045 % |
7,498 % |
|
71 |
6,053 % |
5,501 % |
2,868 % |
3,825 % |
7,023 % |
7,465 % |
|
72 |
6,046 % |
5,486 % |
2,876 % |
3,820 % |
7,002 % |
7,433 % |
|
73 |
6,038 % |
5,472 % |
2,884 % |
3,815 % |
6,981 % |
7,403 % |
|
74 |
6,031 % |
5,458 % |
2,891 % |
3,810 % |
6,961 % |
7,373 % |
|
75 |
6,024 % |
5,444 % |
2,899 % |
3,805 % |
6,941 % |
7,343 % |
|
76 |
6,017 % |
5,431 % |
2,906 % |
3,801 % |
6,922 % |
7,315 % |
|
77 |
6,010 % |
5,419 % |
2,913 % |
3,796 % |
6,903 % |
7,287 % |
|
78 |
6,004 % |
5,406 % |
2,920 % |
3,792 % |
6,885 % |
7,260 % |
|
79 |
5,997 % |
5,394 % |
2,927 % |
3,788 % |
6,868 % |
7,234 % |
|
80 |
5,991 % |
5,382 % |
2,933 % |
3,783 % |
6,851 % |
7,208 % |
|
81 |
5,985 % |
5,371 % |
2,939 % |
3,779 % |
6,834 % |
7,183 % |
|
82 |
5,979 % |
5,359 % |
2,946 % |
3,775 % |
6,817 % |
7,159 % |
|
83 |
5,973 % |
5,348 % |
2,952 % |
3,771 % |
6,801 % |
7,135 % |
|
84 |
5,968 % |
5,338 % |
2,958 % |
3,767 % |
6,786 % |
7,112 % |
|
85 |
5,962 % |
5,327 % |
2,963 % |
3,764 % |
6,771 % |
7,089 % |
|
86 |
5,957 % |
5,317 % |
2,969 % |
3,760 % |
6,756 % |
7,067 % |
|
87 |
5,952 % |
5,307 % |
2,975 % |
3,757 % |
6,741 % |
7,045 % |
|
88 |
5,946 % |
5,297 % |
2,980 % |
3,753 % |
6,727 % |
7,024 % |
|
89 |
5,941 % |
5,288 % |
2,985 % |
3,750 % |
6,713 % |
7,003 % |
|
90 |
5,937 % |
5,278 % |
2,990 % |
3,746 % |
6,700 % |
6,983 % |
|
91 |
5,932 % |
5,269 % |
2,995 % |
3,743 % |
6,686 % |
6,963 % |
|
92 |
5,927 % |
5,260 % |
3,000 % |
3,740 % |
6,673 % |
6,944 % |
|
93 |
5,922 % |
5,251 % |
3,005 % |
3,737 % |
6,661 % |
6,925 % |
|
94 |
5,918 % |
5,243 % |
3,010 % |
3,734 % |
6,648 % |
6,907 % |
|
95 |
5,914 % |
5,234 % |
3,014 % |
3,731 % |
6,636 % |
6,889 % |
|
96 |
5,909 % |
5,226 % |
3,019 % |
3,728 % |
6,624 % |
6,871 % |
|
97 |
5,905 % |
5,218 % |
3,023 % |
3,725 % |
6,613 % |
6,853 % |
|
98 |
5,901 % |
5,210 % |
3,028 % |
3,722 % |
6,601 % |
6,836 % |
|
99 |
5,897 % |
5,203 % |
3,032 % |
3,719 % |
6,590 % |
6,820 % |
|
100 |
5,893 % |
5,195 % |
3,036 % |
3,717 % |
6,579 % |
6,803 % |
|
101 |
5,889 % |
5,188 % |
3,040 % |
3,714 % |
6,568 % |
6,787 % |
|
102 |
5,885 % |
5,180 % |
3,044 % |
3,711 % |
6,558 % |
6,772 % |
|
103 |
5,881 % |
5,173 % |
3,048 % |
3,709 % |
6,547 % |
6,756 % |
|
104 |
5,878 % |
5,166 % |
3,052 % |
3,706 % |
6,537 % |
6,741 % |
|
105 |
5,874 % |
5,160 % |
3,056 % |
3,704 % |
6,527 % |
6,727 % |
|
106 |
5,871 % |
5,153 % |
3,060 % |
3,702 % |
6,518 % |
6,712 % |
|
107 |
5,867 % |
5,146 % |
3,063 % |
3,699 % |
6,508 % |
6,698 % |
|
108 |
5,864 % |
5,140 % |
3,067 % |
3,697 % |
6,499 % |
6,684 % |
|
109 |
5,860 % |
5,133 % |
3,070 % |
3,695 % |
6,490 % |
6,670 % |
|
110 |
5,857 % |
5,127 % |
3,074 % |
3,692 % |
6,481 % |
6,657 % |
|
111 |
5,854 % |
5,121 % |
3,077 % |
3,690 % |
6,472 % |
6,643 % |
|
112 |
5,851 % |
5,115 % |
3,080 % |
3,688 % |
6,463 % |
6,631 % |
|
113 |
5,848 % |
5,109 % |
3,084 % |
3,686 % |
6,454 % |
6,618 % |
|
114 |
5,845 % |
5,103 % |
3,087 % |
3,684 % |
6,446 % |
6,605 % |
|
115 |
5,842 % |
5,098 % |
3,090 % |
3,682 % |
6,438 % |
6,593 % |
|
116 |
5,839 % |
5,092 % |
3,093 % |
3,680 % |
6,430 % |
6,581 % |
|
117 |
5,836 % |
5,087 % |
3,096 % |
3,678 % |
6,422 % |
6,569 % |
|
118 |
5,833 % |
5,081 % |
3,099 % |
3,676 % |
6,414 % |
6,557 % |
|
119 |
5,830 % |
5,076 % |
3,102 % |
3,674 % |
6,406 % |
6,546 % |
|
120 |
5,827 % |
5,071 % |
3,105 % |
3,672 % |
6,398 % |
6,535 % |
|
121 |
5,825 % |
5,065 % |
3,108 % |
3,670 % |
6,391 % |
6,523 % |
|
122 |
5,822 % |
5,060 % |
3,111 % |
3,669 % |
6,384 % |
6,513 % |
|
123 |
5,819 % |
5,055 % |
3,113 % |
3,667 % |
6,376 % |
6,502 % |
|
124 |
5,817 % |
5,050 % |
3,116 % |
3,665 % |
6,369 % |
6,491 % |
|
125 |
5,814 % |
5,046 % |
3,119 % |
3,663 % |
6,362 % |
6,481 % |
|
126 |
5,812 % |
5,041 % |
3,121 % |
3,662 % |
6,356 % |
6,471 % |
|
127 |
5,809 % |
5,036 % |
3,124 % |
3,660 % |
6,349 % |
6,461 % |
|
128 |
5,807 % |
5,032 % |
3,127 % |
3,658 % |
6,342 % |
6,451 % |
|
129 |
5,804 % |
5,027 % |
3,129 % |
3,657 % |
6,336 % |
6,441 % |
|
130 |
5,802 % |
5,023 % |
3,131 % |
3,655 % |
6,329 % |
6,431 % |
|
131 |
5,800 % |
5,018 % |
3,134 % |
3,654 % |
6,323 % |
6,422 % |
|
132 |
5,797 % |
5,014 % |
3,136 % |
3,652 % |
6,316 % |
6,413 % |
|
133 |
5,795 % |
5,010 % |
3,139 % |
3,650 % |
6,310 % |
6,403 % |
|
134 |
5,793 % |
5,006 % |
3,141 % |
3,649 % |
6,304 % |
6,394 % |
|
135 |
5,791 % |
5,001 % |
3,143 % |
3,647 % |
6,298 % |
6,385 % |
|
136 |
5,789 % |
4,997 % |
3,146 % |
3,646 % |
6,292 % |
6,377 % |
|
137 |
5,787 % |
4,993 % |
3,148 % |
3,645 % |
6,287 % |
6,368 % |
|
138 |
5,785 % |
4,989 % |
3,150 % |
3,643 % |
6,281 % |
6,360 % |
|
139 |
5,782 % |
4,986 % |
3,152 % |
3,642 % |
6,275 % |
6,351 % |
|
140 |
5,780 % |
4,982 % |
3,154 % |
3,640 % |
6,270 % |
6,343 % |
|
141 |
5,778 % |
4,978 % |
3,156 % |
3,639 % |
6,264 % |
6,335 % |
|
142 |
5,776 % |
4,974 % |
3,158 % |
3,638 % |
6,259 % |
6,327 % |
|
143 |
5,775 % |
4,970 % |
3,160 % |
3,636 % |
6,253 % |
6,319 % |
|
144 |
5,773 % |
4,967 % |
3,162 % |
3,635 % |
6,248 % |
6,311 % |
|
145 |
5,771 % |
4,963 % |
3,164 % |
3,634 % |
6,243 % |
6,303 % |
|
146 |
5,769 % |
4,960 % |
3,166 % |
3,633 % |
6,238 % |
6,296 % |
|
147 |
5,767 % |
4,956 % |
3,168 % |
3,631 % |
6,233 % |
6,288 % |
|
148 |
5,765 % |
4,953 % |
3,170 % |
3,630 % |
6,228 % |
6,281 % |
|
149 |
5,763 % |
4,949 % |
3,172 % |
3,629 % |
6,223 % |
6,273 % |
|
150 |
5,762 % |
4,946 % |
3,174 % |
3,628 % |
6,218 % |
6,266 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
Turkish lira |
|
1 |
2,249 % |
2,767 % |
9,937 % |
3,388 % |
3,520 % |
12,900 % |
|
2 |
2,393 % |
3,123 % |
9,849 % |
3,181 % |
3,298 % |
11,911 % |
|
3 |
2,539 % |
3,306 % |
9,888 % |
3,083 % |
3,181 % |
11,448 % |
|
4 |
2,655 % |
3,448 % |
9,987 % |
3,011 % |
3,126 % |
11,140 % |
|
5 |
2,750 % |
3,578 % |
10,104 % |
2,958 % |
3,079 % |
10,916 % |
|
6 |
2,832 % |
3,692 % |
10,221 % |
2,928 % |
3,058 % |
10,730 % |
|
7 |
2,905 % |
3,787 % |
10,339 % |
2,912 % |
3,054 % |
10,575 % |
|
8 |
2,971 % |
3,866 % |
10,467 % |
2,906 % |
3,054 % |
10,438 % |
|
9 |
3,033 % |
3,934 % |
10,582 % |
2,905 % |
3,049 % |
10,307 % |
|
10 |
3,090 % |
3,993 % |
10,687 % |
2,909 % |
3,036 % |
10,173 % |
|
11 |
3,145 % |
4,047 % |
10,791 % |
2,915 % |
3,013 % |
10,035 % |
|
12 |
3,196 % |
4,097 % |
10,898 % |
2,924 % |
2,983 % |
9,897 % |
|
13 |
3,244 % |
4,141 % |
11,007 % |
2,934 % |
2,951 % |
9,759 % |
|
14 |
3,290 % |
4,181 % |
11,093 % |
2,944 % |
2,920 % |
9,623 % |
|
15 |
3,333 % |
4,220 % |
11,133 % |
2,955 % |
2,891 % |
9,490 % |
|
16 |
3,374 % |
4,258 % |
11,130 % |
2,966 % |
2,864 % |
9,361 % |
|
17 |
3,412 % |
4,294 % |
11,093 % |
2,978 % |
2,842 % |
9,236 % |
|
18 |
3,449 % |
4,326 % |
11,030 % |
2,989 % |
2,824 % |
9,114 % |
|
19 |
3,484 % |
4,352 % |
10,946 % |
3,000 % |
2,810 % |
8,997 % |
|
20 |
3,517 % |
4,372 % |
10,846 % |
3,011 % |
2,802 % |
8,884 % |
|
21 |
3,548 % |
4,383 % |
10,734 % |
3,022 % |
2,798 % |
8,776 % |
|
22 |
3,577 % |
4,388 % |
10,615 % |
3,032 % |
2,798 % |
8,672 % |
|
23 |
3,606 % |
4,388 % |
10,490 % |
3,042 % |
2,801 % |
8,573 % |
|
24 |
3,632 % |
4,384 % |
10,361 % |
3,052 % |
2,806 % |
8,478 % |
|
25 |
3,658 % |
4,376 % |
10,231 % |
3,062 % |
2,813 % |
8,387 % |
|
26 |
3,682 % |
4,366 % |
10,101 % |
3,071 % |
2,822 % |
8,300 % |
|
27 |
3,705 % |
4,353 % |
9,971 % |
3,080 % |
2,831 % |
8,216 % |
|
28 |
3,727 % |
4,340 % |
9,844 % |
3,089 % |
2,841 % |
8,137 % |
|
29 |
3,748 % |
4,325 % |
9,719 % |
3,098 % |
2,852 % |
8,061 % |
|
30 |
3,768 % |
4,310 % |
9,597 % |
3,106 % |
2,863 % |
7,988 % |
|
31 |
3,788 % |
4,294 % |
9,479 % |
3,114 % |
2,874 % |
7,919 % |
|
32 |
3,806 % |
4,278 % |
9,364 % |
3,121 % |
2,885 % |
7,853 % |
|
33 |
3,824 % |
4,261 % |
9,253 % |
3,129 % |
2,896 % |
7,790 % |
|
34 |
3,840 % |
4,245 % |
9,146 % |
3,136 % |
2,907 % |
7,729 % |
|
35 |
3,856 % |
4,229 % |
9,043 % |
3,143 % |
2,918 % |
7,671 % |
|
36 |
3,872 % |
4,213 % |
8,944 % |
3,150 % |
2,929 % |
7,616 % |
|
37 |
3,887 % |
4,197 % |
8,849 % |
3,156 % |
2,940 % |
7,563 % |
|
38 |
3,901 % |
4,181 % |
8,757 % |
3,162 % |
2,950 % |
7,513 % |
|
39 |
3,914 % |
4,166 % |
8,669 % |
3,168 % |
2,960 % |
7,464 % |
|
40 |
3,927 % |
4,151 % |
8,584 % |
3,174 % |
2,970 % |
7,418 % |
|
41 |
3,940 % |
4,137 % |
8,503 % |
3,180 % |
2,980 % |
7,373 % |
|
42 |
3,952 % |
4,123 % |
8,425 % |
3,185 % |
2,989 % |
7,331 % |
|
43 |
3,964 % |
4,109 % |
8,350 % |
3,190 % |
2,999 % |
7,290 % |
|
44 |
3,975 % |
4,096 % |
8,278 % |
3,195 % |
3,007 % |
7,251 % |
|
45 |
3,986 % |
4,083 % |
8,209 % |
3,200 % |
3,016 % |
7,213 % |
|
46 |
3,996 % |
4,070 % |
8,142 % |
3,205 % |
3,024 % |
7,177 % |
|
47 |
4,006 % |
4,058 % |
8,079 % |
3,210 % |
3,033 % |
7,142 % |
|
48 |
4,016 % |
4,047 % |
8,017 % |
3,214 % |
3,040 % |
7,109 % |
|
49 |
4,025 % |
4,035 % |
7,958 % |
3,218 % |
3,048 % |
7,076 % |
|
50 |
4,034 % |
4,024 % |
7,901 % |
3,223 % |
3,055 % |
7,045 % |
|
51 |
4,043 % |
4,014 % |
7,846 % |
3,227 % |
3,063 % |
7,015 % |
|
52 |
4,051 % |
4,003 % |
7,794 % |
3,230 % |
3,070 % |
6,987 % |
|
53 |
4,059 % |
3,993 % |
7,743 % |
3,234 % |
3,076 % |
6,959 % |
|
54 |
4,067 % |
3,984 % |
7,694 % |
3,238 % |
3,083 % |
6,932 % |
|
55 |
4,074 % |
3,974 % |
7,647 % |
3,242 % |
3,089 % |
6,906 % |
|
56 |
4,082 % |
3,965 % |
7,601 % |
3,245 % |
3,095 % |
6,881 % |
|
57 |
4,089 % |
3,956 % |
7,557 % |
3,248 % |
3,101 % |
6,857 % |
|
58 |
4,096 % |
3,948 % |
7,514 % |
3,252 % |
3,107 % |
6,834 % |
|
59 |
4,102 % |
3,940 % |
7,473 % |
3,255 % |
3,113 % |
6,811 % |
|
60 |
4,109 % |
3,932 % |
7,433 % |
3,258 % |
3,118 % |
6,790 % |
|
61 |
4,115 % |
3,924 % |
7,395 % |
3,261 % |
3,123 % |
6,769 % |
|
62 |
4,121 % |
3,916 % |
7,358 % |
3,264 % |
3,128 % |
6,748 % |
|
63 |
4,127 % |
3,909 % |
7,322 % |
3,267 % |
3,133 % |
6,728 % |
|
64 |
4,133 % |
3,902 % |
7,287 % |
3,269 % |
3,138 % |
6,709 % |
|
65 |
4,138 % |
3,895 % |
7,253 % |
3,272 % |
3,143 % |
6,691 % |
|
66 |
4,143 % |
3,888 % |
7,220 % |
3,275 % |
3,147 % |
6,672 % |
|
67 |
4,149 % |
3,882 % |
7,188 % |
3,277 % |
3,152 % |
6,655 % |
|
68 |
4,154 % |
3,876 % |
7,157 % |
3,280 % |
3,156 % |
6,638 % |
|
69 |
4,159 % |
3,870 % |
7,127 % |
3,282 % |
3,160 % |
6,621 % |
|
70 |
4,163 % |
3,864 % |
7,098 % |
3,284 % |
3,164 % |
6,605 % |
|
71 |
4,168 % |
3,858 % |
7,069 % |
3,287 % |
3,168 % |
6,590 % |
|
72 |
4,173 % |
3,852 % |
7,042 % |
3,289 % |
3,172 % |
6,575 % |
|
73 |
4,177 % |
3,847 % |
7,015 % |
3,291 % |
3,176 % |
6,560 % |
|
74 |
4,181 % |
3,841 % |
6,989 % |
3,293 % |
3,180 % |
6,545 % |
|
75 |
4,186 % |
3,836 % |
6,963 % |
3,295 % |
3,183 % |
6,531 % |
|
76 |
4,190 % |
3,831 % |
6,939 % |
3,297 % |
3,187 % |
6,518 % |
|
77 |
4,194 % |
3,826 % |
6,915 % |
3,299 % |
3,190 % |
6,505 % |
|
78 |
4,198 % |
3,821 % |
6,891 % |
3,301 % |
3,193 % |
6,492 % |
|
79 |
4,201 % |
3,817 % |
6,868 % |
3,303 % |
3,197 % |
6,479 % |
|
80 |
4,205 % |
3,812 % |
6,846 % |
3,305 % |
3,200 % |
6,467 % |
|
81 |
4,209 % |
3,808 % |
6,824 % |
3,306 % |
3,203 % |
6,455 % |
|
82 |
4,212 % |
3,803 % |
6,803 % |
3,308 % |
3,206 % |
6,443 % |
|
83 |
4,216 % |
3,799 % |
6,782 % |
3,310 % |
3,209 % |
6,432 % |
|
84 |
4,219 % |
3,795 % |
6,762 % |
3,311 % |
3,212 % |
6,421 % |
|
85 |
4,222 % |
3,791 % |
6,743 % |
3,313 % |
3,214 % |
6,410 % |
|
86 |
4,226 % |
3,787 % |
6,723 % |
3,315 % |
3,217 % |
6,399 % |
|
87 |
4,229 % |
3,783 % |
6,705 % |
3,316 % |
3,220 % |
6,389 % |
|
88 |
4,232 % |
3,779 % |
6,686 % |
3,318 % |
3,222 % |
6,379 % |
|
89 |
4,235 % |
3,775 % |
6,668 % |
3,319 % |
3,225 % |
6,369 % |
|
90 |
4,238 % |
3,772 % |
6,651 % |
3,320 % |
3,228 % |
6,359 % |
|
91 |
4,241 % |
3,768 % |
6,634 % |
3,322 % |
3,230 % |
6,350 % |
|
92 |
4,243 % |
3,765 % |
6,617 % |
3,323 % |
3,232 % |
6,340 % |
|
93 |
4,246 % |
3,761 % |
6,600 % |
3,325 % |
3,235 % |
6,331 % |
|
94 |
4,249 % |
3,758 % |
6,584 % |
3,326 % |
3,237 % |
6,322 % |
|
95 |
4,251 % |
3,755 % |
6,568 % |
3,327 % |
3,239 % |
6,314 % |
|
96 |
4,254 % |
3,752 % |
6,553 % |
3,329 % |
3,241 % |
6,305 % |
|
97 |
4,257 % |
3,749 % |
6,538 % |
3,330 % |
3,244 % |
6,297 % |
|
98 |
4,259 % |
3,746 % |
6,523 % |
3,331 % |
3,246 % |
6,289 % |
|
99 |
4,261 % |
3,743 % |
6,509 % |
3,332 % |
3,248 % |
6,281 % |
|
100 |
4,264 % |
3,740 % |
6,495 % |
3,333 % |
3,250 % |
6,273 % |
|
101 |
4,266 % |
3,737 % |
6,481 % |
3,335 % |
3,252 % |
6,265 % |
|
102 |
4,268 % |
3,734 % |
6,467 % |
3,336 % |
3,254 % |
6,258 % |
|
103 |
4,271 % |
3,731 % |
6,454 % |
3,337 % |
3,256 % |
6,250 % |
|
104 |
4,273 % |
3,728 % |
6,441 % |
3,338 % |
3,257 % |
6,243 % |
|
105 |
4,275 % |
3,726 % |
6,428 % |
3,339 % |
3,259 % |
6,236 % |
|
106 |
4,277 % |
3,723 % |
6,415 % |
3,340 % |
3,261 % |
6,229 % |
|
107 |
4,279 % |
3,721 % |
6,403 % |
3,341 % |
3,263 % |
6,222 % |
|
108 |
4,281 % |
3,718 % |
6,391 % |
3,342 % |
3,265 % |
6,215 % |
|
109 |
4,283 % |
3,716 % |
6,379 % |
3,343 % |
3,266 % |
6,209 % |
|
110 |
4,285 % |
3,713 % |
6,367 % |
3,344 % |
3,268 % |
6,202 % |
|
111 |
4,287 % |
3,711 % |
6,356 % |
3,345 % |
3,270 % |
6,196 % |
|
112 |
4,289 % |
3,709 % |
6,344 % |
3,346 % |
3,271 % |
6,190 % |
|
113 |
4,291 % |
3,706 % |
6,333 % |
3,347 % |
3,273 % |
6,184 % |
|
114 |
4,293 % |
3,704 % |
6,322 % |
3,348 % |
3,274 % |
6,178 % |
|
115 |
4,295 % |
3,702 % |
6,312 % |
3,349 % |
3,276 % |
6,172 % |
|
116 |
4,296 % |
3,700 % |
6,301 % |
3,349 % |
3,277 % |
6,166 % |
|
117 |
4,298 % |
3,697 % |
6,291 % |
3,350 % |
3,279 % |
6,160 % |
|
118 |
4,300 % |
3,695 % |
6,281 % |
3,351 % |
3,280 % |
6,155 % |
|
119 |
4,301 % |
3,693 % |
6,271 % |
3,352 % |
3,282 % |
6,149 % |
|
120 |
4,303 % |
3,691 % |
6,261 % |
3,353 % |
3,283 % |
6,144 % |
|
121 |
4,305 % |
3,689 % |
6,251 % |
3,354 % |
3,284 % |
6,138 % |
|
122 |
4,306 % |
3,687 % |
6,242 % |
3,354 % |
3,286 % |
6,133 % |
|
123 |
4,308 % |
3,685 % |
6,232 % |
3,355 % |
3,287 % |
6,128 % |
|
124 |
4,309 % |
3,683 % |
6,223 % |
3,356 % |
3,288 % |
6,123 % |
|
125 |
4,311 % |
3,682 % |
6,214 % |
3,357 % |
3,290 % |
6,118 % |
|
126 |
4,313 % |
3,680 % |
6,205 % |
3,357 % |
3,291 % |
6,113 % |
|
127 |
4,314 % |
3,678 % |
6,197 % |
3,358 % |
3,292 % |
6,108 % |
|
128 |
4,315 % |
3,676 % |
6,188 % |
3,359 % |
3,293 % |
6,103 % |
|
129 |
4,317 % |
3,674 % |
6,179 % |
3,360 % |
3,295 % |
6,099 % |
|
130 |
4,318 % |
3,673 % |
6,171 % |
3,360 % |
3,296 % |
6,094 % |
|
131 |
4,320 % |
3,671 % |
6,163 % |
3,361 % |
3,297 % |
6,089 % |
|
132 |
4,321 % |
3,669 % |
6,155 % |
3,362 % |
3,298 % |
6,085 % |
|
133 |
4,322 % |
3,668 % |
6,147 % |
3,362 % |
3,299 % |
6,081 % |
|
134 |
4,324 % |
3,666 % |
6,139 % |
3,363 % |
3,301 % |
6,076 % |
|
135 |
4,325 % |
3,664 % |
6,131 % |
3,364 % |
3,302 % |
6,072 % |
|
136 |
4,326 % |
3,663 % |
6,124 % |
3,364 % |
3,303 % |
6,068 % |
|
137 |
4,328 % |
3,661 % |
6,116 % |
3,365 % |
3,304 % |
6,064 % |
|
138 |
4,329 % |
3,660 % |
6,109 % |
3,365 % |
3,305 % |
6,059 % |
|
139 |
4,330 % |
3,658 % |
6,101 % |
3,366 % |
3,306 % |
6,055 % |
|
140 |
4,331 % |
3,657 % |
6,094 % |
3,367 % |
3,307 % |
6,051 % |
|
141 |
4,332 % |
3,655 % |
6,087 % |
3,367 % |
3,308 % |
6,047 % |
|
142 |
4,334 % |
3,654 % |
6,080 % |
3,368 % |
3,309 % |
6,044 % |
|
143 |
4,335 % |
3,652 % |
6,073 % |
3,368 % |
3,310 % |
6,040 % |
|
144 |
4,336 % |
3,651 % |
6,067 % |
3,369 % |
3,311 % |
6,036 % |
|
145 |
4,337 % |
3,650 % |
6,060 % |
3,370 % |
3,312 % |
6,032 % |
|
146 |
4,338 % |
3,648 % |
6,053 % |
3,370 % |
3,313 % |
6,029 % |
|
147 |
4,339 % |
3,647 % |
6,047 % |
3,371 % |
3,314 % |
6,025 % |
|
148 |
4,340 % |
3,646 % |
6,040 % |
3,371 % |
3,315 % |
6,022 % |
|
149 |
4,341 % |
3,644 % |
6,034 % |
3,372 % |
3,316 % |
6,018 % |
|
150 |
4,342 % |
3,643 % |
6,028 % |
3,372 % |
3,316 % |
6,015 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
4,719 % |
0,058 % |
|
2 |
4,064 % |
0,134 % |
|
3 |
3,671 % |
0,173 % |
|
4 |
3,454 % |
0,218 % |
|
5 |
3,332 % |
0,276 % |
|
6 |
3,255 % |
0,344 % |
|
7 |
3,206 % |
0,415 % |
|
8 |
3,177 % |
0,478 % |
|
9 |
3,163 % |
0,537 % |
|
10 |
3,160 % |
0,596 % |
|
11 |
3,160 % |
0,644 % |
|
12 |
3,162 % |
0,686 % |
|
13 |
3,163 % |
0,730 % |
|
14 |
3,164 % |
0,774 % |
|
15 |
3,164 % |
0,817 % |
|
16 |
3,162 % |
0,858 % |
|
17 |
3,157 % |
0,895 % |
|
18 |
3,148 % |
0,929 % |
|
19 |
3,132 % |
0,959 % |
|
20 |
3,111 % |
0,985 % |
|
21 |
3,083 % |
1,006 % |
|
22 |
3,050 % |
1,022 % |
|
23 |
3,016 % |
1,034 % |
|
24 |
2,982 % |
1,040 % |
|
25 |
2,950 % |
1,042 % |
|
26 |
2,920 % |
1,038 % |
|
27 |
2,893 % |
1,034 % |
|
28 |
2,870 % |
1,032 % |
|
29 |
2,851 % |
1,035 % |
|
30 |
2,837 % |
1,046 % |
|
31 |
2,827 % |
1,065 % |
|
32 |
2,821 % |
1,090 % |
|
33 |
2,818 % |
1,120 % |
|
34 |
2,817 % |
1,154 % |
|
35 |
2,819 % |
1,191 % |
|
36 |
2,823 % |
1,229 % |
|
37 |
2,827 % |
1,268 % |
|
38 |
2,833 % |
1,308 % |
|
39 |
2,840 % |
1,348 % |
|
40 |
2,847 % |
1,388 % |
|
41 |
2,855 % |
1,427 % |
|
42 |
2,863 % |
1,467 % |
|
43 |
2,871 % |
1,505 % |
|
44 |
2,880 % |
1,543 % |
|
45 |
2,888 % |
1,580 % |
|
46 |
2,897 % |
1,616 % |
|
47 |
2,905 % |
1,651 % |
|
48 |
2,914 % |
1,686 % |
|
49 |
2,923 % |
1,719 % |
|
50 |
2,931 % |
1,751 % |
|
51 |
2,940 % |
1,783 % |
|
52 |
2,948 % |
1,814 % |
|
53 |
2,956 % |
1,843 % |
|
54 |
2,964 % |
1,872 % |
|
55 |
2,971 % |
1,900 % |
|
56 |
2,979 % |
1,927 % |
|
57 |
2,986 % |
1,954 % |
|
58 |
2,994 % |
1,979 % |
|
59 |
3,001 % |
2,004 % |
|
60 |
3,008 % |
2,028 % |
|
61 |
3,014 % |
2,052 % |
|
62 |
3,021 % |
2,074 % |
|
63 |
3,027 % |
2,096 % |
|
64 |
3,034 % |
2,118 % |
|
65 |
3,040 % |
2,139 % |
|
66 |
3,046 % |
2,159 % |
|
67 |
3,052 % |
2,178 % |
|
68 |
3,057 % |
2,198 % |
|
69 |
3,063 % |
2,216 % |
|
70 |
3,068 % |
2,234 % |
|
71 |
3,073 % |
2,252 % |
|
72 |
3,078 % |
2,269 % |
|
73 |
3,083 % |
2,286 % |
|
74 |
3,088 % |
2,302 % |
|
75 |
3,093 % |
2,318 % |
|
76 |
3,098 % |
2,333 % |
|
77 |
3,102 % |
2,348 % |
|
78 |
3,106 % |
2,363 % |
|
79 |
3,111 % |
2,377 % |
|
80 |
3,115 % |
2,391 % |
|
81 |
3,119 % |
2,404 % |
|
82 |
3,123 % |
2,418 % |
|
83 |
3,127 % |
2,431 % |
|
84 |
3,131 % |
2,443 % |
|
85 |
3,135 % |
2,456 % |
|
86 |
3,138 % |
2,468 % |
|
87 |
3,142 % |
2,480 % |
|
88 |
3,145 % |
2,491 % |
|
89 |
3,149 % |
2,502 % |
|
90 |
3,152 % |
2,513 % |
|
91 |
3,155 % |
2,524 % |
|
92 |
3,158 % |
2,535 % |
|
93 |
3,161 % |
2,545 % |
|
94 |
3,165 % |
2,555 % |
|
95 |
3,168 % |
2,565 % |
|
96 |
3,170 % |
2,575 % |
|
97 |
3,173 % |
2,584 % |
|
98 |
3,176 % |
2,593 % |
|
99 |
3,179 % |
2,603 % |
|
100 |
3,182 % |
2,612 % |
|
101 |
3,184 % |
2,620 % |
|
102 |
3,187 % |
2,629 % |
|
103 |
3,189 % |
2,637 % |
|
104 |
3,192 % |
2,646 % |
|
105 |
3,194 % |
2,654 % |
|
106 |
3,197 % |
2,662 % |
|
107 |
3,199 % |
2,669 % |
|
108 |
3,201 % |
2,677 % |
|
109 |
3,204 % |
2,685 % |
|
110 |
3,206 % |
2,692 % |
|
111 |
3,208 % |
2,699 % |
|
112 |
3,210 % |
2,706 % |
|
113 |
3,212 % |
2,713 % |
|
114 |
3,215 % |
2,720 % |
|
115 |
3,217 % |
2,727 % |
|
116 |
3,219 % |
2,734 % |
|
117 |
3,221 % |
2,740 % |
|
118 |
3,222 % |
2,747 % |
|
119 |
3,224 % |
2,753 % |
|
120 |
3,226 % |
2,759 % |
|
121 |
3,228 % |
2,765 % |
|
122 |
3,230 % |
2,771 % |
|
123 |
3,232 % |
2,777 % |
|
124 |
3,233 % |
2,783 % |
|
125 |
3,235 % |
2,789 % |
|
126 |
3,237 % |
2,794 % |
|
127 |
3,239 % |
2,800 % |
|
128 |
3,240 % |
2,805 % |
|
129 |
3,242 % |
2,811 % |
|
130 |
3,243 % |
2,816 % |
|
131 |
3,245 % |
2,821 % |
|
132 |
3,247 % |
2,826 % |
|
133 |
3,248 % |
2,831 % |
|
134 |
3,250 % |
2,836 % |
|
135 |
3,251 % |
2,841 % |
|
136 |
3,253 % |
2,846 % |
|
137 |
3,254 % |
2,851 % |
|
138 |
3,255 % |
2,855 % |
|
139 |
3,257 % |
2,860 % |
|
140 |
3,258 % |
2,865 % |
|
141 |
3,260 % |
2,869 % |
|
142 |
3,261 % |
2,874 % |
|
143 |
3,262 % |
2,878 % |
|
144 |
3,264 % |
2,882 % |
|
145 |
3,265 % |
2,886 % |
|
146 |
3,266 % |
2,891 % |
|
147 |
3,267 % |
2,895 % |
|
148 |
3,269 % |
2,899 % |
|
149 |
3,270 % |
2,903 % |
|
150 |
3,271 % |
2,907 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
28 |
5 |
0 |
21 |
0 |
|
2 |
0 |
0 |
35 |
5 |
0 |
36 |
0 |
|
3 |
0 |
0 |
40 |
5 |
0 |
41 |
0 |
|
4 |
0 |
1 |
43 |
5 |
2 |
42 |
0 |
|
5 |
0 |
2 |
47 |
5 |
3 |
45 |
0 |
|
6 |
0 |
3 |
50 |
5 |
5 |
48 |
0 |
|
7 |
1 |
4 |
53 |
5 |
8 |
49 |
0 |
|
8 |
2 |
5 |
55 |
5 |
10 |
49 |
0 |
|
9 |
2 |
6 |
56 |
5 |
11 |
47 |
0 |
|
10 |
3 |
7 |
58 |
5 |
12 |
46 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
350 |
4 |
13 |
|
2 |
0 |
0 |
0 |
0 |
219 |
4 |
19 |
|
3 |
0 |
0 |
0 |
0 |
195 |
4 |
21 |
|
4 |
1 |
0 |
0 |
0 |
171 |
4 |
22 |
|
5 |
2 |
0 |
0 |
0 |
158 |
4 |
23 |
|
6 |
3 |
0 |
0 |
0 |
155 |
4 |
25 |
|
7 |
4 |
0 |
0 |
0 |
153 |
4 |
26 |
|
8 |
5 |
0 |
1 |
0 |
157 |
3 |
27 |
|
9 |
6 |
0 |
2 |
0 |
159 |
1 |
27 |
|
10 |
7 |
0 |
3 |
0 |
161 |
4 |
27 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
4 |
4 |
0 |
13 |
0 |
4 |
|
2 |
14 |
9 |
10 |
0 |
19 |
0 |
4 |
|
3 |
18 |
12 |
13 |
0 |
21 |
0 |
4 |
|
4 |
21 |
13 |
15 |
0 |
22 |
0 |
4 |
|
5 |
23 |
15 |
17 |
0 |
23 |
0 |
4 |
|
6 |
25 |
17 |
19 |
0 |
25 |
0 |
4 |
|
7 |
27 |
18 |
20 |
0 |
26 |
0 |
4 |
|
8 |
29 |
19 |
22 |
0 |
27 |
0 |
4 |
|
9 |
30 |
20 |
23 |
1 |
27 |
0 |
4 |
|
10 |
32 |
21 |
24 |
1 |
28 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
21 |
8 |
10 |
15 |
4 |
0 |
0 |
|
2 |
36 |
15 |
13 |
18 |
10 |
0 |
0 |
|
3 |
41 |
17 |
15 |
22 |
13 |
0 |
0 |
|
4 |
42 |
18 |
17 |
26 |
15 |
0 |
0 |
|
5 |
45 |
20 |
18 |
30 |
17 |
0 |
0 |
|
6 |
48 |
21 |
19 |
33 |
19 |
0 |
0 |
|
7 |
49 |
22 |
21 |
34 |
20 |
0 |
0 |
|
8 |
49 |
23 |
22 |
36 |
22 |
0 |
0 |
|
9 |
47 |
25 |
22 |
37 |
23 |
0 |
0 |
|
10 |
46 |
23 |
23 |
37 |
24 |
0 |
0 |
|
Duration (in years) |
Iceland |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
|
1 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
2 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
3 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
4 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
5 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
6 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
7 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
8 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
9 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
10 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
Duration (in years) |
Chile |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
|
1 |
16 |
0 |
11 |
0 |
10 |
0 |
0 |
|
2 |
18 |
1 |
18 |
0 |
10 |
0 |
0 |
|
3 |
17 |
2 |
27 |
0 |
10 |
0 |
0 |
|
4 |
17 |
3 |
34 |
0 |
10 |
0 |
0 |
|
5 |
15 |
3 |
35 |
0 |
10 |
0 |
0 |
|
6 |
14 |
3 |
38 |
0 |
10 |
0 |
0 |
|
7 |
13 |
4 |
40 |
0 |
10 |
0 |
0 |
|
8 |
14 |
7 |
38 |
0 |
10 |
0 |
0 |
|
9 |
15 |
5 |
36 |
0 |
10 |
0 |
0 |
|
10 |
13 |
5 |
38 |
0 |
10 |
1 |
0 |
|
Duration (in years) |
Mexico |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
|
1 |
8 |
0 |
0 |
0 |
7 |
9 |
1 |
|
2 |
9 |
0 |
0 |
0 |
10 |
11 |
0 |
|
3 |
10 |
0 |
0 |
0 |
11 |
11 |
0 |
|
4 |
10 |
0 |
0 |
0 |
12 |
13 |
0 |
|
5 |
10 |
0 |
2 |
0 |
13 |
15 |
0 |
|
6 |
10 |
0 |
5 |
0 |
14 |
15 |
0 |
|
7 |
10 |
0 |
7 |
0 |
17 |
15 |
0 |
|
8 |
10 |
0 |
11 |
0 |
19 |
15 |
0 |
|
9 |
10 |
0 |
16 |
0 |
20 |
15 |
0 |
|
10 |
10 |
0 |
16 |
0 |
21 |
15 |
0 |
|
Duration (in years) |
Taiwan |
Turkey |
United States |
|
1 |
4 |
0 |
0 |
|
2 |
4 |
0 |
0 |
|
3 |
4 |
0 |
0 |
|
4 |
4 |
0 |
0 |
|
5 |
4 |
0 |
0 |
|
6 |
4 |
0 |
0 |
|
7 |
4 |
0 |
0 |
|
8 |
4 |
0 |
0 |
|
9 |
4 |
0 |
0 |
|
10 |
4 |
0 |
0 |
2.
Exposures to financial institutions
2.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
42 |
110 |
224 |
511 |
1 242 |
|
2 |
6 |
19 |
42 |
110 |
224 |
511 |
1 000 |
|
3 |
8 |
21 |
43 |
105 |
220 |
508 |
815 |
|
4 |
9 |
24 |
46 |
107 |
220 |
507 |
674 |
|
5 |
10 |
26 |
51 |
110 |
219 |
507 |
567 |
|
6 |
11 |
28 |
55 |
115 |
219 |
507 |
507 |
|
7 |
12 |
30 |
56 |
118 |
219 |
507 |
507 |
|
8 |
12 |
31 |
56 |
117 |
219 |
507 |
507 |
|
9 |
13 |
32 |
56 |
116 |
219 |
507 |
507 |
|
10 |
13 |
33 |
57 |
116 |
219 |
507 |
507 |
|
11 |
14 |
34 |
57 |
116 |
219 |
507 |
507 |
|
12 |
14 |
35 |
57 |
116 |
219 |
507 |
507 |
|
13 |
14 |
36 |
57 |
116 |
219 |
507 |
507 |
|
14 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
15 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
16 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
17 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
18 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
19 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
20 |
16 |
36 |
57 |
116 |
219 |
507 |
507 |
|
21 |
16 |
36 |
57 |
116 |
219 |
507 |
507 |
|
22 |
18 |
36 |
57 |
116 |
219 |
507 |
507 |
|
23 |
18 |
36 |
57 |
116 |
219 |
507 |
507 |
|
24 |
19 |
36 |
57 |
116 |
219 |
507 |
507 |
|
25 |
19 |
36 |
57 |
116 |
219 |
507 |
507 |
|
26 |
20 |
36 |
57 |
116 |
219 |
507 |
507 |
|
27 |
21 |
36 |
57 |
116 |
219 |
507 |
507 |
|
28 |
21 |
36 |
57 |
116 |
219 |
507 |
507 |
|
29 |
22 |
36 |
57 |
116 |
219 |
507 |
507 |
|
30 |
23 |
36 |
57 |
116 |
219 |
507 |
507 |
2.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
18 |
31 |
54 |
122 |
236 |
523 |
1 307 |
|
2 |
20 |
32 |
55 |
123 |
237 |
524 |
1 043 |
|
3 |
21 |
35 |
56 |
118 |
234 |
521 |
846 |
|
4 |
21 |
36 |
59 |
120 |
232 |
519 |
698 |
|
5 |
22 |
38 |
63 |
122 |
231 |
519 |
585 |
|
6 |
22 |
39 |
66 |
126 |
231 |
518 |
518 |
|
7 |
23 |
41 |
67 |
128 |
230 |
517 |
517 |
|
8 |
22 |
41 |
66 |
126 |
229 |
516 |
516 |
|
9 |
22 |
41 |
65 |
125 |
228 |
516 |
516 |
|
10 |
22 |
42 |
65 |
124 |
228 |
515 |
515 |
|
11 |
22 |
42 |
65 |
124 |
227 |
515 |
515 |
|
12 |
21 |
42 |
64 |
123 |
227 |
514 |
514 |
|
13 |
21 |
42 |
64 |
123 |
226 |
513 |
513 |
|
14 |
21 |
42 |
63 |
122 |
226 |
513 |
513 |
|
15 |
20 |
42 |
63 |
122 |
225 |
513 |
513 |
|
16 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
17 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
18 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
19 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
20 |
20 |
42 |
63 |
122 |
225 |
512 |
512 |
|
21 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
22 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
23 |
21 |
42 |
63 |
122 |
226 |
513 |
513 |
|
24 |
21 |
42 |
63 |
122 |
226 |
513 |
513 |
|
25 |
21 |
42 |
63 |
122 |
226 |
513 |
513 |
|
26 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
27 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
28 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
29 |
23 |
42 |
63 |
122 |
225 |
513 |
513 |
|
30 |
24 |
42 |
63 |
122 |
225 |
512 |
512 |
2.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
42 |
110 |
224 |
511 |
1 242 |
|
2 |
6 |
19 |
42 |
110 |
224 |
511 |
1 000 |
|
3 |
7 |
21 |
43 |
105 |
220 |
507 |
815 |
|
4 |
9 |
24 |
46 |
107 |
219 |
507 |
674 |
|
5 |
10 |
26 |
51 |
110 |
219 |
507 |
567 |
|
6 |
11 |
28 |
54 |
115 |
219 |
507 |
507 |
|
7 |
12 |
30 |
56 |
117 |
219 |
507 |
507 |
|
8 |
12 |
31 |
56 |
116 |
219 |
507 |
507 |
|
9 |
12 |
32 |
56 |
116 |
219 |
507 |
507 |
|
10 |
13 |
33 |
56 |
116 |
219 |
507 |
507 |
|
11 |
14 |
34 |
57 |
116 |
219 |
507 |
507 |
|
12 |
14 |
35 |
57 |
116 |
219 |
507 |
507 |
|
13 |
14 |
35 |
57 |
116 |
219 |
507 |
507 |
|
14 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
15 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
16 |
14 |
36 |
57 |
116 |
219 |
507 |
507 |
|
17 |
14 |
36 |
57 |
116 |
219 |
507 |
507 |
|
18 |
14 |
36 |
57 |
116 |
219 |
507 |
507 |
|
19 |
15 |
36 |
57 |
116 |
219 |
507 |
507 |
|
20 |
16 |
36 |
57 |
116 |
219 |
507 |
507 |
|
21 |
16 |
36 |
57 |
116 |
219 |
507 |
507 |
|
22 |
18 |
36 |
57 |
116 |
219 |
507 |
507 |
|
23 |
18 |
36 |
57 |
116 |
219 |
507 |
507 |
|
24 |
19 |
36 |
57 |
116 |
219 |
507 |
507 |
|
25 |
19 |
36 |
57 |
116 |
219 |
507 |
507 |
|
26 |
20 |
36 |
57 |
116 |
219 |
507 |
507 |
|
27 |
21 |
36 |
57 |
116 |
219 |
507 |
507 |
|
28 |
21 |
36 |
57 |
116 |
219 |
507 |
507 |
|
29 |
22 |
36 |
57 |
116 |
219 |
507 |
507 |
|
30 |
23 |
36 |
57 |
116 |
219 |
507 |
507 |
2.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
79 |
92 |
115 |
183 |
297 |
584 |
1 452 |
|
2 |
76 |
89 |
111 |
179 |
293 |
581 |
1 150 |
|
3 |
79 |
93 |
115 |
177 |
292 |
579 |
925 |
|
4 |
79 |
94 |
116 |
177 |
289 |
577 |
758 |
|
5 |
78 |
94 |
119 |
178 |
287 |
575 |
631 |
|
6 |
78 |
95 |
121 |
181 |
286 |
573 |
573 |
|
7 |
77 |
95 |
121 |
182 |
284 |
571 |
571 |
|
8 |
76 |
95 |
120 |
180 |
283 |
570 |
570 |
|
9 |
75 |
95 |
119 |
178 |
282 |
569 |
569 |
|
10 |
72 |
92 |
116 |
175 |
279 |
566 |
566 |
|
11 |
71 |
91 |
114 |
173 |
276 |
564 |
564 |
|
12 |
70 |
91 |
113 |
172 |
275 |
563 |
563 |
|
13 |
70 |
91 |
112 |
171 |
275 |
562 |
562 |
|
14 |
69 |
91 |
112 |
171 |
274 |
562 |
562 |
|
15 |
69 |
90 |
111 |
171 |
274 |
561 |
561 |
|
16 |
69 |
90 |
111 |
170 |
273 |
561 |
561 |
|
17 |
68 |
90 |
111 |
170 |
273 |
560 |
560 |
|
18 |
68 |
89 |
110 |
169 |
273 |
560 |
560 |
|
19 |
67 |
88 |
109 |
169 |
272 |
559 |
559 |
|
20 |
67 |
88 |
109 |
168 |
271 |
559 |
559 |
|
21 |
66 |
87 |
108 |
167 |
271 |
558 |
558 |
|
22 |
65 |
86 |
107 |
167 |
270 |
557 |
557 |
|
23 |
64 |
85 |
107 |
166 |
269 |
556 |
556 |
|
24 |
63 |
85 |
106 |
165 |
268 |
555 |
555 |
|
25 |
62 |
84 |
105 |
164 |
267 |
554 |
554 |
|
26 |
61 |
82 |
104 |
163 |
266 |
553 |
553 |
|
27 |
60 |
81 |
102 |
162 |
265 |
552 |
552 |
|
28 |
59 |
80 |
101 |
161 |
264 |
551 |
551 |
|
29 |
58 |
79 |
100 |
159 |
263 |
550 |
550 |
|
30 |
57 |
78 |
99 |
158 |
262 |
549 |
549 |
2.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
11 |
23 |
46 |
114 |
228 |
515 |
1 244 |
|
2 |
12 |
25 |
48 |
116 |
230 |
517 |
1001 |
|
3 |
14 |
28 |
50 |
111 |
227 |
514 |
815 |
|
4 |
16 |
31 |
53 |
114 |
227 |
514 |
675 |
|
5 |
18 |
34 |
58 |
118 |
227 |
514 |
567 |
|
6 |
19 |
36 |
62 |
122 |
227 |
514 |
514 |
|
7 |
19 |
37 |
63 |
125 |
226 |
514 |
514 |
|
8 |
19 |
38 |
63 |
123 |
226 |
513 |
513 |
|
9 |
19 |
38 |
63 |
122 |
226 |
513 |
513 |
|
10 |
19 |
39 |
63 |
122 |
225 |
513 |
513 |
|
11 |
19 |
40 |
63 |
122 |
225 |
513 |
513 |
|
12 |
20 |
41 |
63 |
122 |
225 |
512 |
512 |
|
13 |
20 |
41 |
63 |
122 |
225 |
513 |
513 |
|
14 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
15 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
16 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
17 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
18 |
21 |
42 |
63 |
122 |
226 |
513 |
513 |
|
19 |
21 |
42 |
64 |
123 |
226 |
513 |
513 |
|
20 |
22 |
43 |
64 |
123 |
226 |
514 |
514 |
|
21 |
22 |
43 |
64 |
124 |
227 |
514 |
514 |
|
22 |
22 |
44 |
65 |
124 |
227 |
514 |
514 |
|
23 |
23 |
44 |
65 |
124 |
227 |
515 |
515 |
|
24 |
23 |
44 |
65 |
124 |
227 |
515 |
515 |
|
25 |
23 |
44 |
65 |
124 |
227 |
515 |
515 |
|
26 |
23 |
44 |
65 |
124 |
227 |
515 |
515 |
|
27 |
22 |
44 |
65 |
124 |
227 |
515 |
515 |
|
28 |
22 |
44 |
65 |
124 |
227 |
514 |
514 |
|
29 |
22 |
43 |
64 |
124 |
227 |
514 |
514 |
|
30 |
23 |
43 |
64 |
123 |
227 |
514 |
514 |
2.6
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
41 |
109 |
223 |
510 |
1 241 |
|
2 |
5 |
18 |
41 |
109 |
223 |
510 |
999 |
|
3 |
7 |
21 |
43 |
104 |
220 |
507 |
814 |
|
4 |
8 |
23 |
45 |
106 |
219 |
506 |
674 |
|
5 |
9 |
25 |
50 |
110 |
219 |
506 |
566 |
|
6 |
10 |
27 |
54 |
114 |
219 |
506 |
506 |
|
7 |
12 |
30 |
56 |
117 |
219 |
506 |
506 |
|
8 |
12 |
30 |
56 |
116 |
219 |
506 |
506 |
|
9 |
12 |
31 |
55 |
115 |
219 |
506 |
506 |
|
10 |
12 |
32 |
56 |
115 |
219 |
506 |
506 |
|
11 |
13 |
33 |
56 |
115 |
219 |
506 |
506 |
|
12 |
13 |
34 |
56 |
115 |
219 |
506 |
506 |
|
13 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
14 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
15 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
16 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
17 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
18 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
19 |
15 |
35 |
56 |
115 |
218 |
506 |
506 |
|
20 |
16 |
35 |
56 |
115 |
218 |
506 |
506 |
|
21 |
16 |
35 |
56 |
115 |
219 |
506 |
506 |
|
22 |
18 |
35 |
56 |
115 |
219 |
506 |
506 |
|
23 |
18 |
35 |
56 |
115 |
219 |
506 |
506 |
|
24 |
19 |
35 |
56 |
115 |
219 |
506 |
506 |
|
25 |
19 |
35 |
56 |
115 |
219 |
506 |
506 |
|
26 |
20 |
35 |
56 |
115 |
219 |
506 |
506 |
|
27 |
21 |
35 |
56 |
115 |
219 |
506 |
506 |
|
28 |
21 |
35 |
56 |
115 |
219 |
506 |
506 |
|
29 |
22 |
35 |
56 |
115 |
219 |
506 |
506 |
|
30 |
23 |
35 |
56 |
115 |
219 |
506 |
506 |
2.7
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
24 |
52 |
140 |
242 |
529 |
1 262 |
|
2 |
7 |
24 |
52 |
140 |
242 |
529 |
1 015 |
|
3 |
8 |
26 |
52 |
128 |
238 |
526 |
827 |
|
4 |
10 |
28 |
54 |
119 |
237 |
524 |
684 |
|
5 |
12 |
30 |
56 |
110 |
236 |
523 |
574 |
|
6 |
14 |
34 |
59 |
104 |
234 |
522 |
522 |
|
7 |
16 |
36 |
60 |
98 |
233 |
521 |
521 |
|
8 |
18 |
38 |
59 |
92 |
232 |
520 |
520 |
|
9 |
20 |
44 |
62 |
87 |
231 |
519 |
519 |
|
10 |
20 |
44 |
61 |
84 |
230 |
518 |
518 |
|
11 |
19 |
43 |
60 |
85 |
230 |
517 |
517 |
|
12 |
19 |
43 |
60 |
87 |
229 |
516 |
516 |
|
13 |
19 |
43 |
61 |
87 |
228 |
515 |
515 |
|
14 |
19 |
43 |
61 |
87 |
227 |
515 |
515 |
|
15 |
19 |
43 |
61 |
87 |
227 |
514 |
514 |
|
16 |
19 |
43 |
61 |
87 |
225 |
513 |
513 |
|
17 |
19 |
44 |
61 |
87 |
225 |
512 |
512 |
|
18 |
19 |
44 |
61 |
87 |
224 |
512 |
512 |
|
19 |
19 |
44 |
61 |
87 |
224 |
511 |
511 |
|
20 |
19 |
44 |
61 |
87 |
224 |
512 |
512 |
|
21 |
19 |
44 |
61 |
87 |
224 |
512 |
512 |
|
22 |
19 |
44 |
61 |
87 |
224 |
512 |
512 |
|
23 |
19 |
44 |
61 |
87 |
224 |
511 |
511 |
|
24 |
19 |
44 |
61 |
87 |
223 |
510 |
510 |
|
25 |
20 |
44 |
61 |
87 |
222 |
510 |
510 |
|
26 |
20 |
44 |
61 |
87 |
222 |
509 |
509 |
|
27 |
21 |
44 |
61 |
87 |
221 |
509 |
509 |
|
28 |
21 |
44 |
61 |
87 |
221 |
508 |
508 |
|
29 |
22 |
44 |
61 |
87 |
220 |
508 |
508 |
|
30 |
23 |
44 |
61 |
87 |
220 |
507 |
507 |
2.8
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
84 |
97 |
120 |
188 |
302 |
589 |
1302 |
|
2 |
83 |
96 |
119 |
187 |
301 |
588 |
1 054 |
|
3 |
83 |
97 |
119 |
180 |
296 |
583 |
862 |
|
4 |
83 |
98 |
120 |
181 |
293 |
581 |
716 |
|
5 |
82 |
98 |
123 |
182 |
291 |
578 |
602 |
|
6 |
81 |
98 |
124 |
185 |
289 |
577 |
577 |
|
7 |
80 |
98 |
124 |
185 |
287 |
574 |
574 |
|
8 |
78 |
97 |
122 |
182 |
285 |
572 |
572 |
|
9 |
76 |
96 |
120 |
180 |
283 |
571 |
571 |
|
10 |
76 |
96 |
119 |
178 |
282 |
569 |
569 |
|
11 |
75 |
95 |
118 |
177 |
280 |
568 |
568 |
|
12 |
74 |
95 |
116 |
176 |
279 |
566 |
566 |
|
13 |
73 |
94 |
115 |
174 |
277 |
565 |
565 |
|
14 |
71 |
93 |
114 |
173 |
276 |
563 |
563 |
|
15 |
70 |
91 |
112 |
171 |
275 |
562 |
562 |
|
16 |
69 |
90 |
111 |
170 |
274 |
561 |
561 |
|
17 |
68 |
89 |
110 |
169 |
273 |
560 |
560 |
|
18 |
67 |
88 |
109 |
168 |
272 |
559 |
559 |
|
19 |
66 |
87 |
109 |
168 |
271 |
558 |
558 |
|
20 |
65 |
87 |
108 |
167 |
270 |
558 |
558 |
|
21 |
65 |
86 |
107 |
166 |
269 |
557 |
557 |
|
22 |
63 |
85 |
106 |
165 |
268 |
556 |
556 |
|
23 |
62 |
84 |
105 |
164 |
267 |
555 |
555 |
|
24 |
61 |
83 |
104 |
163 |
266 |
553 |
553 |
|
25 |
60 |
81 |
102 |
162 |
265 |
552 |
552 |
|
26 |
59 |
80 |
101 |
160 |
264 |
551 |
551 |
|
27 |
58 |
79 |
100 |
159 |
263 |
550 |
550 |
|
28 |
57 |
78 |
99 |
158 |
262 |
549 |
549 |
|
29 |
56 |
77 |
98 |
157 |
261 |
548 |
548 |
|
30 |
55 |
76 |
97 |
156 |
260 |
547 |
547 |
2.9
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
57 |
70 |
93 |
161 |
275 |
562 |
1 289 |
|
2 |
56 |
69 |
92 |
160 |
274 |
561 |
1 039 |
|
3 |
57 |
71 |
93 |
154 |
270 |
557 |
849 |
|
4 |
58 |
73 |
95 |
156 |
268 |
556 |
703 |
|
5 |
57 |
74 |
98 |
158 |
267 |
554 |
592 |
|
6 |
57 |
74 |
100 |
161 |
265 |
552 |
552 |
|
7 |
57 |
75 |
101 |
162 |
264 |
551 |
551 |
|
8 |
56 |
74 |
100 |
160 |
263 |
550 |
550 |
|
9 |
54 |
74 |
98 |
158 |
261 |
548 |
548 |
|
10 |
54 |
74 |
97 |
157 |
260 |
547 |
547 |
|
11 |
54 |
74 |
97 |
156 |
259 |
547 |
547 |
|
12 |
53 |
74 |
96 |
155 |
258 |
546 |
546 |
|
13 |
53 |
74 |
95 |
154 |
258 |
545 |
545 |
|
14 |
52 |
74 |
95 |
154 |
257 |
545 |
545 |
|
15 |
52 |
73 |
94 |
153 |
257 |
544 |
544 |
|
16 |
51 |
72 |
93 |
152 |
256 |
543 |
543 |
|
17 |
51 |
72 |
93 |
152 |
255 |
543 |
543 |
|
18 |
50 |
71 |
92 |
151 |
255 |
542 |
542 |
|
19 |
50 |
71 |
92 |
151 |
254 |
542 |
542 |
|
20 |
49 |
71 |
92 |
151 |
254 |
542 |
542 |
|
21 |
49 |
70 |
91 |
151 |
254 |
541 |
541 |
|
22 |
49 |
70 |
91 |
150 |
253 |
541 |
541 |
|
23 |
48 |
69 |
90 |
149 |
253 |
540 |
540 |
|
24 |
47 |
69 |
90 |
149 |
252 |
540 |
540 |
|
25 |
47 |
68 |
89 |
148 |
252 |
539 |
539 |
|
26 |
46 |
67 |
88 |
147 |
251 |
538 |
538 |
|
27 |
45 |
67 |
88 |
147 |
250 |
537 |
537 |
|
28 |
45 |
66 |
87 |
146 |
249 |
537 |
537 |
|
29 |
44 |
65 |
86 |
145 |
249 |
536 |
536 |
|
30 |
43 |
64 |
85 |
145 |
248 |
535 |
535 |
2.10
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
91 |
104 |
126 |
194 |
308 |
596 |
1 332 |
|
2 |
91 |
103 |
126 |
194 |
308 |
595 |
1 072 |
|
3 |
90 |
104 |
126 |
187 |
303 |
590 |
874 |
|
4 |
90 |
105 |
128 |
189 |
301 |
588 |
722 |
|
5 |
91 |
107 |
132 |
191 |
300 |
587 |
605 |
|
6 |
91 |
108 |
134 |
195 |
299 |
587 |
587 |
|
7 |
92 |
110 |
136 |
197 |
299 |
586 |
586 |
|
8 |
92 |
111 |
136 |
196 |
299 |
586 |
586 |
|
9 |
92 |
112 |
136 |
196 |
299 |
587 |
587 |
|
10 |
93 |
113 |
137 |
196 |
299 |
587 |
587 |
|
11 |
93 |
114 |
136 |
196 |
299 |
586 |
586 |
|
12 |
93 |
114 |
136 |
195 |
298 |
586 |
586 |
|
13 |
92 |
113 |
135 |
194 |
297 |
585 |
585 |
|
14 |
92 |
113 |
134 |
193 |
296 |
584 |
584 |
|
15 |
90 |
112 |
133 |
192 |
295 |
583 |
583 |
|
16 |
89 |
111 |
132 |
191 |
294 |
581 |
581 |
|
17 |
88 |
110 |
131 |
190 |
293 |
580 |
580 |
|
18 |
87 |
108 |
130 |
189 |
292 |
579 |
579 |
|
19 |
86 |
107 |
128 |
188 |
291 |
578 |
578 |
|
20 |
85 |
106 |
127 |
187 |
290 |
577 |
577 |
|
21 |
84 |
105 |
126 |
185 |
289 |
576 |
576 |
|
22 |
83 |
104 |
125 |
184 |
287 |
575 |
575 |
|
23 |
81 |
102 |
123 |
182 |
286 |
573 |
573 |
|
24 |
80 |
101 |
122 |
181 |
284 |
572 |
572 |
|
25 |
78 |
99 |
120 |
179 |
283 |
570 |
570 |
|
26 |
77 |
98 |
119 |
178 |
281 |
569 |
569 |
|
27 |
75 |
96 |
117 |
176 |
280 |
567 |
567 |
|
28 |
73 |
95 |
116 |
175 |
278 |
566 |
566 |
|
29 |
72 |
93 |
114 |
173 |
277 |
564 |
564 |
|
30 |
71 |
92 |
113 |
172 |
275 |
563 |
563 |
2.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
44 |
67 |
135 |
249 |
536 |
1 244 |
|
2 |
32 |
45 |
67 |
135 |
249 |
537 |
1002 |
|
3 |
32 |
46 |
68 |
129 |
245 |
532 |
817 |
|
4 |
33 |
48 |
70 |
131 |
243 |
531 |
676 |
|
5 |
33 |
49 |
74 |
134 |
242 |
530 |
568 |
|
6 |
34 |
51 |
77 |
137 |
242 |
529 |
529 |
|
7 |
34 |
52 |
78 |
139 |
241 |
528 |
528 |
|
8 |
33 |
52 |
77 |
137 |
240 |
527 |
527 |
|
9 |
33 |
52 |
76 |
136 |
239 |
527 |
527 |
|
10 |
33 |
53 |
76 |
135 |
239 |
526 |
526 |
|
11 |
32 |
53 |
76 |
135 |
238 |
525 |
525 |
|
12 |
32 |
53 |
75 |
134 |
237 |
525 |
525 |
|
13 |
32 |
53 |
74 |
133 |
237 |
524 |
524 |
|
14 |
31 |
53 |
74 |
133 |
236 |
524 |
524 |
|
15 |
31 |
52 |
73 |
132 |
236 |
523 |
523 |
|
16 |
30 |
52 |
73 |
132 |
235 |
522 |
522 |
|
17 |
30 |
51 |
72 |
131 |
235 |
522 |
522 |
|
18 |
30 |
51 |
72 |
131 |
235 |
522 |
522 |
|
19 |
30 |
51 |
72 |
131 |
234 |
522 |
522 |
|
20 |
30 |
51 |
72 |
131 |
235 |
522 |
522 |
|
21 |
30 |
51 |
72 |
131 |
235 |
522 |
522 |
|
22 |
30 |
51 |
72 |
131 |
234 |
522 |
522 |
|
23 |
30 |
51 |
72 |
131 |
234 |
522 |
522 |
|
24 |
29 |
51 |
72 |
131 |
234 |
521 |
521 |
|
25 |
29 |
50 |
71 |
130 |
234 |
521 |
521 |
|
26 |
29 |
50 |
71 |
130 |
234 |
521 |
521 |
|
27 |
29 |
50 |
71 |
130 |
233 |
521 |
521 |
|
28 |
28 |
49 |
70 |
130 |
233 |
520 |
520 |
|
29 |
28 |
49 |
70 |
129 |
233 |
520 |
520 |
|
30 |
28 |
49 |
70 |
129 |
232 |
520 |
520 |
2.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
4 |
24 |
92 |
206 |
493 |
1213 |
|
2 |
1 |
5 |
24 |
92 |
206 |
494 |
978 |
|
3 |
2 |
5 |
26 |
87 |
203 |
490 |
799 |
|
4 |
3 |
6 |
29 |
90 |
202 |
489 |
662 |
|
5 |
4 |
9 |
34 |
93 |
202 |
489 |
557 |
|
6 |
5 |
11 |
37 |
98 |
202 |
489 |
489 |
|
7 |
5 |
13 |
39 |
100 |
202 |
489 |
489 |
|
8 |
7 |
14 |
39 |
99 |
202 |
489 |
489 |
|
9 |
7 |
15 |
39 |
99 |
202 |
489 |
489 |
|
10 |
8 |
16 |
39 |
99 |
202 |
489 |
489 |
|
11 |
9 |
18 |
40 |
100 |
203 |
490 |
490 |
|
12 |
9 |
17 |
39 |
98 |
202 |
489 |
489 |
|
13 |
10 |
19 |
40 |
99 |
203 |
490 |
490 |
|
14 |
12 |
19 |
40 |
99 |
202 |
490 |
490 |
|
15 |
12 |
18 |
39 |
98 |
201 |
489 |
489 |
|
16 |
13 |
17 |
38 |
97 |
200 |
488 |
488 |
|
17 |
14 |
17 |
38 |
97 |
200 |
488 |
488 |
|
18 |
14 |
17 |
38 |
97 |
201 |
488 |
488 |
|
19 |
15 |
18 |
38 |
98 |
201 |
488 |
488 |
|
20 |
15 |
18 |
39 |
98 |
201 |
489 |
489 |
|
21 |
16 |
19 |
39 |
98 |
202 |
489 |
489 |
|
22 |
18 |
19 |
39 |
98 |
202 |
489 |
489 |
|
23 |
18 |
21 |
39 |
98 |
202 |
489 |
489 |
|
24 |
19 |
21 |
39 |
98 |
201 |
489 |
489 |
|
25 |
19 |
22 |
39 |
98 |
201 |
489 |
489 |
|
26 |
20 |
22 |
39 |
98 |
201 |
489 |
489 |
|
27 |
20 |
23 |
39 |
98 |
201 |
488 |
488 |
|
28 |
21 |
24 |
40 |
98 |
201 |
488 |
488 |
|
29 |
22 |
24 |
41 |
98 |
201 |
488 |
488 |
|
30 |
22 |
26 |
42 |
97 |
201 |
488 |
488 |
2.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
44 |
57 |
80 |
148 |
262 |
549 |
1 245 |
|
2 |
44 |
57 |
80 |
148 |
262 |
549 |
1003 |
|
3 |
45 |
59 |
81 |
142 |
258 |
545 |
818 |
|
4 |
46 |
61 |
83 |
144 |
257 |
544 |
678 |
|
5 |
47 |
63 |
88 |
147 |
256 |
543 |
570 |
|
6 |
47 |
64 |
90 |
151 |
255 |
542 |
542 |
|
7 |
47 |
65 |
91 |
152 |
254 |
542 |
542 |
|
8 |
46 |
65 |
90 |
150 |
253 |
541 |
541 |
|
9 |
46 |
65 |
89 |
149 |
252 |
540 |
540 |
|
10 |
45 |
65 |
89 |
148 |
252 |
539 |
539 |
|
11 |
45 |
66 |
89 |
148 |
251 |
538 |
538 |
|
12 |
45 |
66 |
88 |
147 |
250 |
538 |
538 |
|
13 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
14 |
44 |
66 |
87 |
146 |
249 |
536 |
536 |
|
15 |
44 |
65 |
86 |
145 |
249 |
536 |
536 |
|
16 |
43 |
64 |
85 |
144 |
248 |
535 |
535 |
|
17 |
43 |
64 |
85 |
144 |
247 |
535 |
535 |
|
18 |
42 |
63 |
84 |
144 |
247 |
534 |
534 |
|
19 |
42 |
63 |
84 |
143 |
246 |
534 |
534 |
|
20 |
42 |
63 |
84 |
143 |
246 |
534 |
534 |
|
21 |
41 |
62 |
84 |
143 |
246 |
533 |
533 |
|
22 |
41 |
62 |
83 |
142 |
246 |
533 |
533 |
|
23 |
40 |
61 |
83 |
142 |
245 |
532 |
532 |
|
24 |
40 |
61 |
82 |
141 |
244 |
532 |
532 |
|
25 |
39 |
60 |
81 |
140 |
244 |
531 |
531 |
|
26 |
38 |
59 |
80 |
140 |
243 |
530 |
530 |
|
27 |
37 |
59 |
80 |
139 |
242 |
529 |
529 |
|
28 |
37 |
58 |
79 |
138 |
241 |
529 |
529 |
|
29 |
36 |
57 |
78 |
137 |
241 |
528 |
528 |
|
30 |
35 |
56 |
77 |
137 |
240 |
527 |
527 |
2.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
17 |
30 |
52 |
120 |
234 |
522 |
1212 |
|
2 |
20 |
33 |
56 |
124 |
238 |
525 |
977 |
|
3 |
24 |
38 |
60 |
122 |
237 |
525 |
798 |
|
4 |
28 |
43 |
65 |
126 |
239 |
526 |
661 |
|
5 |
31 |
47 |
72 |
131 |
240 |
527 |
557 |
|
6 |
30 |
47 |
73 |
134 |
238 |
526 |
526 |
|
7 |
35 |
53 |
79 |
140 |
242 |
529 |
529 |
|
8 |
34 |
52 |
78 |
138 |
241 |
528 |
528 |
|
9 |
35 |
54 |
78 |
138 |
241 |
529 |
529 |
|
10 |
36 |
56 |
80 |
139 |
243 |
530 |
530 |
|
11 |
38 |
58 |
81 |
140 |
244 |
531 |
531 |
|
12 |
39 |
60 |
82 |
141 |
244 |
532 |
532 |
|
13 |
40 |
61 |
82 |
141 |
245 |
532 |
532 |
|
14 |
40 |
61 |
83 |
142 |
245 |
532 |
532 |
|
15 |
40 |
62 |
83 |
142 |
245 |
533 |
533 |
|
16 |
40 |
61 |
82 |
141 |
245 |
532 |
532 |
|
17 |
40 |
61 |
83 |
142 |
245 |
532 |
532 |
|
18 |
40 |
61 |
82 |
141 |
244 |
532 |
532 |
|
19 |
40 |
61 |
82 |
141 |
244 |
532 |
532 |
|
20 |
40 |
61 |
82 |
141 |
244 |
532 |
532 |
|
21 |
40 |
61 |
82 |
141 |
244 |
532 |
532 |
|
22 |
39 |
61 |
82 |
141 |
244 |
531 |
531 |
|
23 |
39 |
60 |
81 |
140 |
244 |
531 |
531 |
|
24 |
39 |
60 |
81 |
140 |
243 |
531 |
531 |
|
25 |
38 |
59 |
80 |
140 |
243 |
530 |
530 |
|
26 |
38 |
59 |
80 |
139 |
242 |
530 |
530 |
|
27 |
37 |
58 |
79 |
139 |
242 |
529 |
529 |
|
28 |
37 |
58 |
79 |
138 |
241 |
529 |
529 |
|
29 |
36 |
57 |
78 |
138 |
241 |
528 |
528 |
|
30 |
36 |
57 |
78 |
137 |
240 |
528 |
528 |
2.15
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
18 |
31 |
54 |
122 |
236 |
523 |
1 257 |
|
2 |
19 |
32 |
55 |
123 |
237 |
524 |
1 010 |
|
3 |
21 |
35 |
57 |
118 |
234 |
521 |
821 |
|
4 |
23 |
38 |
60 |
121 |
233 |
521 |
678 |
|
5 |
24 |
40 |
65 |
124 |
233 |
521 |
569 |
|
6 |
25 |
42 |
68 |
129 |
233 |
521 |
521 |
|
7 |
26 |
44 |
70 |
131 |
233 |
521 |
521 |
|
8 |
26 |
45 |
70 |
130 |
233 |
520 |
520 |
|
9 |
26 |
46 |
70 |
130 |
233 |
520 |
520 |
|
10 |
27 |
47 |
70 |
130 |
233 |
521 |
521 |
|
11 |
28 |
48 |
71 |
130 |
233 |
521 |
521 |
|
12 |
28 |
49 |
71 |
130 |
233 |
521 |
521 |
|
13 |
28 |
50 |
71 |
130 |
233 |
521 |
521 |
|
14 |
29 |
50 |
71 |
130 |
233 |
521 |
521 |
|
15 |
29 |
50 |
71 |
130 |
233 |
521 |
521 |
|
16 |
28 |
50 |
71 |
130 |
233 |
521 |
521 |
|
17 |
29 |
50 |
71 |
130 |
233 |
521 |
521 |
|
18 |
28 |
50 |
71 |
130 |
233 |
521 |
521 |
|
19 |
28 |
50 |
71 |
130 |
233 |
521 |
521 |
|
20 |
29 |
50 |
71 |
130 |
233 |
521 |
521 |
|
21 |
28 |
50 |
71 |
130 |
233 |
521 |
521 |
|
22 |
28 |
49 |
70 |
130 |
233 |
520 |
520 |
|
23 |
28 |
49 |
70 |
129 |
232 |
520 |
520 |
|
24 |
27 |
49 |
70 |
129 |
232 |
519 |
519 |
|
25 |
27 |
48 |
69 |
128 |
232 |
519 |
519 |
|
26 |
26 |
48 |
69 |
128 |
231 |
518 |
518 |
|
27 |
26 |
47 |
68 |
127 |
231 |
518 |
518 |
|
28 |
26 |
47 |
68 |
127 |
230 |
518 |
518 |
|
29 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
30 |
25 |
46 |
67 |
126 |
229 |
517 |
517 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
66 |
89 |
156 |
270 |
558 |
1 319 |
|
2 |
55 |
68 |
90 |
158 |
272 |
560 |
1 054 |
|
3 |
58 |
72 |
94 |
156 |
271 |
559 |
856 |
|
4 |
61 |
76 |
98 |
159 |
271 |
559 |
707 |
|
5 |
63 |
79 |
104 |
163 |
272 |
559 |
593 |
|
6 |
64 |
81 |
108 |
168 |
272 |
560 |
560 |
|
7 |
65 |
83 |
109 |
170 |
272 |
560 |
560 |
|
8 |
65 |
84 |
109 |
169 |
272 |
559 |
559 |
|
9 |
65 |
85 |
109 |
169 |
272 |
559 |
559 |
|
10 |
66 |
86 |
109 |
169 |
272 |
559 |
559 |
|
11 |
66 |
87 |
109 |
168 |
272 |
559 |
559 |
|
12 |
66 |
87 |
109 |
168 |
271 |
559 |
559 |
|
13 |
66 |
87 |
108 |
167 |
270 |
558 |
558 |
|
14 |
65 |
86 |
107 |
166 |
270 |
557 |
557 |
|
15 |
64 |
85 |
107 |
166 |
269 |
556 |
556 |
|
16 |
64 |
85 |
106 |
165 |
268 |
556 |
556 |
|
17 |
63 |
84 |
105 |
164 |
268 |
555 |
555 |
|
18 |
62 |
84 |
105 |
164 |
267 |
554 |
554 |
|
19 |
62 |
83 |
104 |
163 |
266 |
554 |
554 |
|
20 |
61 |
82 |
103 |
163 |
266 |
553 |
553 |
|
21 |
60 |
82 |
103 |
162 |
265 |
553 |
553 |
|
22 |
60 |
81 |
102 |
161 |
264 |
552 |
552 |
|
23 |
59 |
80 |
101 |
160 |
264 |
551 |
551 |
|
24 |
58 |
79 |
100 |
159 |
263 |
550 |
550 |
|
25 |
57 |
78 |
99 |
158 |
262 |
549 |
549 |
|
26 |
56 |
77 |
98 |
157 |
261 |
548 |
548 |
|
27 |
55 |
76 |
97 |
156 |
260 |
547 |
547 |
|
28 |
54 |
75 |
96 |
156 |
259 |
546 |
546 |
|
29 |
53 |
74 |
95 |
155 |
258 |
545 |
545 |
|
30 |
52 |
74 |
95 |
154 |
257 |
544 |
544 |
2.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
84 |
96 |
119 |
187 |
301 |
588 |
1 374 |
|
2 |
88 |
101 |
124 |
192 |
306 |
593 |
1 113 |
|
3 |
91 |
105 |
127 |
188 |
304 |
591 |
912 |
|
4 |
93 |
108 |
130 |
191 |
303 |
591 |
757 |
|
5 |
96 |
112 |
137 |
196 |
305 |
593 |
638 |
|
6 |
98 |
115 |
142 |
202 |
306 |
594 |
594 |
|
7 |
100 |
118 |
144 |
205 |
307 |
595 |
595 |
|
8 |
101 |
120 |
145 |
206 |
308 |
596 |
596 |
|
9 |
102 |
122 |
146 |
206 |
309 |
597 |
597 |
|
10 |
103 |
123 |
147 |
206 |
309 |
597 |
597 |
|
11 |
103 |
124 |
147 |
206 |
309 |
597 |
597 |
|
12 |
103 |
124 |
146 |
205 |
308 |
596 |
596 |
|
13 |
102 |
123 |
145 |
204 |
307 |
595 |
595 |
|
14 |
101 |
122 |
143 |
203 |
306 |
593 |
593 |
|
15 |
100 |
121 |
142 |
201 |
304 |
592 |
592 |
|
16 |
98 |
120 |
141 |
200 |
303 |
591 |
591 |
|
17 |
97 |
118 |
139 |
198 |
302 |
589 |
589 |
|
18 |
96 |
117 |
138 |
197 |
300 |
588 |
588 |
|
19 |
94 |
116 |
137 |
196 |
299 |
586 |
586 |
|
20 |
93 |
114 |
135 |
194 |
298 |
585 |
585 |
|
21 |
91 |
113 |
134 |
193 |
296 |
584 |
584 |
|
22 |
90 |
111 |
132 |
191 |
295 |
582 |
582 |
|
23 |
88 |
109 |
130 |
190 |
293 |
580 |
580 |
|
24 |
87 |
108 |
129 |
188 |
291 |
579 |
579 |
|
25 |
85 |
106 |
127 |
186 |
290 |
577 |
577 |
|
26 |
83 |
104 |
125 |
184 |
288 |
575 |
575 |
|
27 |
81 |
103 |
124 |
183 |
286 |
573 |
573 |
|
28 |
80 |
101 |
122 |
181 |
284 |
572 |
572 |
|
29 |
78 |
99 |
120 |
179 |
283 |
570 |
570 |
|
30 |
77 |
98 |
119 |
178 |
281 |
569 |
569 |
2.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
25 |
48 |
116 |
230 |
517 |
1 253 |
|
2 |
15 |
28 |
51 |
119 |
233 |
520 |
1006 |
|
3 |
18 |
32 |
54 |
115 |
231 |
518 |
821 |
|
4 |
21 |
36 |
58 |
119 |
232 |
519 |
680 |
|
5 |
23 |
39 |
64 |
123 |
232 |
520 |
571 |
|
6 |
25 |
42 |
68 |
129 |
233 |
520 |
520 |
|
7 |
26 |
44 |
70 |
131 |
233 |
520 |
520 |
|
8 |
26 |
45 |
70 |
130 |
233 |
520 |
520 |
|
9 |
26 |
46 |
70 |
130 |
233 |
520 |
520 |
|
10 |
27 |
47 |
70 |
129 |
233 |
520 |
520 |
|
11 |
27 |
48 |
70 |
129 |
233 |
520 |
520 |
|
12 |
27 |
48 |
70 |
129 |
233 |
520 |
520 |
|
13 |
27 |
48 |
70 |
129 |
232 |
519 |
519 |
|
14 |
27 |
48 |
69 |
128 |
231 |
519 |
519 |
|
15 |
26 |
47 |
68 |
127 |
231 |
518 |
518 |
|
16 |
25 |
47 |
68 |
127 |
230 |
517 |
517 |
|
17 |
25 |
46 |
67 |
127 |
230 |
517 |
517 |
|
18 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
19 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
20 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
21 |
25 |
46 |
67 |
127 |
230 |
517 |
517 |
|
22 |
25 |
46 |
67 |
127 |
230 |
517 |
517 |
|
23 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
24 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
25 |
25 |
46 |
67 |
126 |
230 |
517 |
517 |
|
26 |
25 |
46 |
67 |
126 |
229 |
517 |
517 |
|
27 |
24 |
46 |
67 |
126 |
229 |
516 |
516 |
|
28 |
24 |
45 |
66 |
126 |
229 |
516 |
516 |
|
29 |
24 |
45 |
66 |
125 |
229 |
516 |
516 |
|
30 |
24 |
45 |
66 |
125 |
228 |
516 |
516 |
2.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
94 |
107 |
130 |
198 |
312 |
599 |
1 311 |
|
2 |
95 |
108 |
131 |
199 |
313 |
600 |
1 058 |
|
3 |
97 |
111 |
133 |
194 |
310 |
597 |
865 |
|
4 |
99 |
114 |
136 |
197 |
310 |
597 |
717 |
|
5 |
100 |
116 |
141 |
201 |
310 |
597 |
603 |
|
6 |
101 |
118 |
144 |
205 |
309 |
597 |
597 |
|
7 |
102 |
120 |
146 |
207 |
309 |
596 |
596 |
|
8 |
102 |
121 |
146 |
206 |
309 |
596 |
596 |
|
9 |
101 |
121 |
145 |
205 |
308 |
595 |
595 |
|
10 |
101 |
121 |
144 |
203 |
307 |
594 |
594 |
|
11 |
100 |
120 |
143 |
202 |
305 |
593 |
593 |
|
12 |
98 |
119 |
141 |
200 |
304 |
591 |
591 |
|
13 |
97 |
118 |
139 |
199 |
302 |
589 |
589 |
|
14 |
95 |
117 |
138 |
197 |
300 |
587 |
587 |
|
15 |
94 |
115 |
136 |
195 |
298 |
586 |
586 |
|
16 |
92 |
113 |
134 |
193 |
297 |
584 |
584 |
|
17 |
90 |
112 |
133 |
192 |
295 |
583 |
583 |
|
18 |
89 |
110 |
131 |
190 |
294 |
581 |
581 |
|
19 |
88 |
109 |
130 |
189 |
293 |
580 |
580 |
|
20 |
87 |
108 |
129 |
188 |
292 |
579 |
579 |
|
21 |
86 |
107 |
128 |
187 |
290 |
578 |
578 |
|
22 |
85 |
106 |
127 |
186 |
289 |
577 |
577 |
|
23 |
83 |
105 |
126 |
185 |
288 |
575 |
575 |
|
24 |
82 |
103 |
124 |
184 |
287 |
574 |
574 |
|
25 |
81 |
102 |
123 |
182 |
286 |
573 |
573 |
|
26 |
80 |
101 |
122 |
181 |
284 |
572 |
572 |
|
27 |
79 |
100 |
121 |
180 |
283 |
571 |
571 |
|
28 |
77 |
99 |
120 |
179 |
282 |
569 |
569 |
|
29 |
76 |
97 |
118 |
178 |
281 |
568 |
568 |
|
30 |
75 |
96 |
117 |
176 |
280 |
567 |
567 |
2.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
308 |
321 |
344 |
412 |
526 |
813 |
1 402 |
|
2 |
88 |
100 |
123 |
191 |
305 |
592 |
1 113 |
|
3 |
91 |
105 |
127 |
188 |
304 |
591 |
900 |
|
4 |
94 |
109 |
131 |
192 |
305 |
592 |
741 |
|
5 |
96 |
112 |
137 |
196 |
305 |
593 |
622 |
|
6 |
98 |
115 |
141 |
202 |
306 |
593 |
593 |
|
7 |
99 |
117 |
143 |
205 |
306 |
594 |
594 |
|
8 |
100 |
119 |
144 |
204 |
307 |
594 |
594 |
|
9 |
101 |
120 |
144 |
204 |
307 |
595 |
595 |
|
10 |
101 |
121 |
144 |
204 |
307 |
594 |
594 |
|
11 |
101 |
122 |
145 |
204 |
307 |
594 |
594 |
|
12 |
102 |
123 |
145 |
204 |
307 |
594 |
594 |
|
13 |
103 |
124 |
145 |
204 |
307 |
595 |
595 |
|
14 |
103 |
124 |
145 |
205 |
308 |
595 |
595 |
|
15 |
104 |
125 |
146 |
205 |
309 |
596 |
596 |
|
16 |
105 |
126 |
147 |
206 |
309 |
597 |
597 |
|
17 |
106 |
127 |
148 |
207 |
310 |
598 |
598 |
|
18 |
106 |
128 |
149 |
208 |
311 |
599 |
599 |
|
19 |
107 |
128 |
149 |
209 |
312 |
599 |
599 |
|
20 |
108 |
129 |
150 |
209 |
312 |
600 |
600 |
|
21 |
108 |
129 |
150 |
209 |
312 |
600 |
600 |
|
22 |
107 |
128 |
149 |
208 |
312 |
599 |
599 |
|
23 |
106 |
128 |
149 |
208 |
311 |
598 |
598 |
|
24 |
105 |
127 |
148 |
207 |
310 |
597 |
597 |
|
25 |
104 |
125 |
146 |
206 |
309 |
596 |
596 |
|
26 |
103 |
124 |
145 |
204 |
308 |
595 |
595 |
|
27 |
102 |
123 |
144 |
203 |
306 |
594 |
594 |
|
28 |
100 |
121 |
142 |
202 |
305 |
592 |
592 |
|
29 |
99 |
120 |
141 |
200 |
303 |
591 |
591 |
|
30 |
97 |
118 |
139 |
199 |
302 |
589 |
589 |
2.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
12 |
34 |
102 |
216 |
504 |
1 196 |
|
2 |
1 |
11 |
34 |
102 |
216 |
503 |
964 |
|
3 |
2 |
13 |
35 |
97 |
213 |
500 |
787 |
|
4 |
3 |
15 |
38 |
99 |
211 |
498 |
653 |
|
5 |
4 |
17 |
42 |
101 |
210 |
497 |
549 |
|
6 |
5 |
18 |
44 |
105 |
209 |
497 |
497 |
|
7 |
5 |
20 |
46 |
107 |
209 |
496 |
496 |
|
8 |
7 |
20 |
45 |
105 |
208 |
495 |
495 |
|
9 |
7 |
19 |
44 |
103 |
207 |
494 |
494 |
|
10 |
8 |
20 |
44 |
103 |
206 |
494 |
494 |
|
11 |
9 |
21 |
44 |
103 |
206 |
494 |
494 |
|
12 |
9 |
22 |
44 |
103 |
206 |
494 |
494 |
|
13 |
10 |
23 |
44 |
103 |
206 |
494 |
494 |
|
14 |
12 |
23 |
44 |
103 |
207 |
494 |
494 |
|
15 |
12 |
23 |
45 |
104 |
207 |
494 |
494 |
|
16 |
13 |
24 |
45 |
104 |
207 |
495 |
495 |
|
17 |
14 |
24 |
45 |
104 |
208 |
495 |
495 |
|
18 |
14 |
25 |
46 |
105 |
208 |
496 |
496 |
|
19 |
15 |
25 |
47 |
106 |
209 |
496 |
496 |
|
20 |
15 |
26 |
47 |
107 |
210 |
497 |
497 |
|
21 |
16 |
27 |
48 |
107 |
211 |
498 |
498 |
|
22 |
17 |
28 |
49 |
108 |
211 |
499 |
499 |
|
23 |
18 |
28 |
49 |
109 |
212 |
499 |
499 |
|
24 |
19 |
29 |
50 |
109 |
212 |
500 |
500 |
|
25 |
19 |
29 |
50 |
109 |
213 |
500 |
500 |
|
26 |
20 |
30 |
51 |
110 |
213 |
500 |
500 |
|
27 |
20 |
30 |
51 |
110 |
213 |
501 |
501 |
|
28 |
21 |
30 |
51 |
110 |
214 |
501 |
501 |
|
29 |
21 |
30 |
51 |
110 |
214 |
501 |
501 |
|
30 |
22 |
31 |
52 |
111 |
214 |
501 |
501 |
2.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
51 |
64 |
86 |
154 |
268 |
556 |
1 277 |
|
2 |
52 |
64 |
87 |
155 |
269 |
556 |
1 026 |
|
3 |
53 |
67 |
88 |
150 |
266 |
553 |
835 |
|
4 |
53 |
68 |
91 |
152 |
264 |
551 |
690 |
|
5 |
54 |
70 |
95 |
154 |
263 |
550 |
580 |
|
6 |
55 |
72 |
98 |
158 |
263 |
550 |
550 |
|
7 |
54 |
72 |
98 |
160 |
261 |
549 |
549 |
|
8 |
54 |
73 |
98 |
158 |
261 |
548 |
548 |
|
9 |
54 |
73 |
97 |
157 |
260 |
548 |
548 |
|
10 |
53 |
73 |
96 |
156 |
259 |
546 |
546 |
|
11 |
52 |
73 |
95 |
154 |
258 |
545 |
545 |
|
12 |
51 |
72 |
94 |
153 |
256 |
544 |
544 |
|
13 |
50 |
71 |
93 |
152 |
255 |
542 |
542 |
|
14 |
49 |
70 |
91 |
151 |
254 |
541 |
541 |
|
15 |
48 |
69 |
90 |
149 |
253 |
540 |
540 |
|
16 |
47 |
68 |
89 |
148 |
251 |
539 |
539 |
|
17 |
46 |
67 |
88 |
147 |
250 |
538 |
538 |
|
18 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
19 |
44 |
65 |
86 |
146 |
249 |
536 |
536 |
|
20 |
44 |
65 |
86 |
145 |
248 |
536 |
536 |
|
21 |
43 |
64 |
85 |
145 |
248 |
535 |
535 |
|
22 |
43 |
64 |
85 |
144 |
247 |
535 |
535 |
|
23 |
42 |
63 |
84 |
143 |
247 |
534 |
534 |
|
24 |
41 |
63 |
84 |
143 |
246 |
533 |
533 |
|
25 |
41 |
62 |
83 |
142 |
245 |
533 |
533 |
|
26 |
40 |
61 |
82 |
141 |
245 |
532 |
532 |
|
27 |
39 |
60 |
81 |
141 |
244 |
531 |
531 |
|
28 |
39 |
60 |
81 |
140 |
243 |
531 |
531 |
|
29 |
38 |
59 |
80 |
139 |
243 |
530 |
530 |
|
30 |
37 |
59 |
80 |
139 |
242 |
529 |
529 |
2.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
114 |
126 |
149 |
217 |
331 |
618 |
1 333 |
|
2 |
115 |
128 |
151 |
219 |
333 |
620 |
1 072 |
|
3 |
118 |
132 |
154 |
215 |
331 |
618 |
876 |
|
4 |
121 |
136 |
158 |
219 |
331 |
619 |
727 |
|
5 |
123 |
139 |
164 |
223 |
332 |
619 |
619 |
|
6 |
124 |
141 |
168 |
228 |
332 |
620 |
620 |
|
7 |
126 |
144 |
170 |
231 |
333 |
620 |
620 |
|
8 |
126 |
144 |
170 |
230 |
333 |
620 |
620 |
|
9 |
126 |
145 |
169 |
229 |
332 |
620 |
620 |
|
10 |
126 |
146 |
169 |
228 |
332 |
619 |
619 |
|
11 |
125 |
146 |
169 |
228 |
331 |
618 |
618 |
|
12 |
125 |
145 |
167 |
227 |
330 |
617 |
617 |
|
13 |
123 |
145 |
166 |
225 |
328 |
616 |
616 |
|
14 |
122 |
143 |
164 |
223 |
327 |
614 |
614 |
|
15 |
120 |
141 |
162 |
222 |
325 |
612 |
612 |
|
16 |
118 |
139 |
160 |
219 |
323 |
610 |
610 |
|
17 |
116 |
137 |
159 |
218 |
321 |
608 |
608 |
|
18 |
114 |
136 |
157 |
216 |
319 |
606 |
606 |
|
19 |
112 |
134 |
155 |
214 |
317 |
605 |
605 |
|
20 |
111 |
132 |
153 |
212 |
316 |
603 |
603 |
|
21 |
109 |
130 |
151 |
211 |
314 |
601 |
601 |
|
22 |
107 |
129 |
150 |
209 |
312 |
599 |
599 |
|
23 |
106 |
127 |
148 |
207 |
310 |
598 |
598 |
|
24 |
104 |
125 |
146 |
205 |
308 |
596 |
596 |
|
25 |
102 |
123 |
144 |
203 |
306 |
594 |
594 |
|
26 |
100 |
121 |
142 |
201 |
305 |
592 |
592 |
|
27 |
98 |
119 |
140 |
199 |
303 |
590 |
590 |
|
28 |
96 |
118 |
139 |
198 |
301 |
588 |
588 |
|
29 |
95 |
116 |
137 |
196 |
299 |
587 |
587 |
|
30 |
93 |
114 |
135 |
194 |
298 |
585 |
585 |
2.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
167 |
180 |
203 |
271 |
385 |
672 |
1 415 |
|
2 |
176 |
189 |
211 |
279 |
393 |
681 |
1 133 |
|
3 |
181 |
195 |
217 |
279 |
394 |
682 |
926 |
|
4 |
184 |
199 |
222 |
283 |
395 |
682 |
769 |
|
5 |
186 |
202 |
227 |
286 |
395 |
683 |
683 |
|
6 |
187 |
204 |
230 |
290 |
395 |
682 |
682 |
|
7 |
187 |
205 |
231 |
292 |
394 |
681 |
681 |
|
8 |
186 |
204 |
230 |
290 |
393 |
680 |
680 |
|
9 |
185 |
204 |
229 |
288 |
392 |
679 |
679 |
|
10 |
184 |
204 |
228 |
287 |
391 |
678 |
678 |
|
11 |
183 |
204 |
226 |
286 |
389 |
676 |
676 |
|
12 |
181 |
202 |
224 |
283 |
387 |
674 |
674 |
|
13 |
179 |
200 |
222 |
281 |
384 |
671 |
671 |
|
14 |
177 |
198 |
219 |
278 |
381 |
669 |
669 |
|
15 |
174 |
195 |
216 |
275 |
378 |
666 |
666 |
|
16 |
171 |
192 |
213 |
272 |
375 |
663 |
663 |
|
17 |
168 |
189 |
210 |
269 |
373 |
660 |
660 |
|
18 |
165 |
186 |
207 |
266 |
370 |
657 |
657 |
|
19 |
162 |
183 |
204 |
263 |
367 |
654 |
654 |
|
20 |
159 |
180 |
201 |
260 |
364 |
651 |
651 |
|
21 |
156 |
177 |
198 |
258 |
361 |
648 |
648 |
|
22 |
153 |
174 |
195 |
254 |
358 |
645 |
645 |
|
23 |
150 |
171 |
192 |
251 |
355 |
642 |
642 |
|
24 |
147 |
168 |
189 |
248 |
352 |
639 |
639 |
|
25 |
144 |
165 |
186 |
245 |
349 |
636 |
636 |
|
26 |
141 |
162 |
183 |
242 |
346 |
633 |
633 |
|
27 |
138 |
159 |
180 |
239 |
343 |
630 |
630 |
|
28 |
135 |
156 |
177 |
237 |
340 |
627 |
627 |
|
29 |
132 |
154 |
175 |
234 |
337 |
624 |
624 |
|
30 |
130 |
151 |
172 |
231 |
334 |
622 |
622 |
2.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
32 |
44 |
67 |
135 |
249 |
536 |
1 219 |
|
2 |
32 |
45 |
68 |
136 |
250 |
537 |
985 |
|
3 |
34 |
48 |
70 |
131 |
247 |
534 |
806 |
|
4 |
35 |
50 |
72 |
133 |
246 |
533 |
669 |
|
5 |
36 |
52 |
77 |
136 |
245 |
533 |
563 |
|
6 |
36 |
54 |
80 |
140 |
245 |
532 |
532 |
|
7 |
37 |
55 |
81 |
142 |
244 |
531 |
531 |
|
8 |
36 |
55 |
80 |
140 |
243 |
530 |
530 |
|
9 |
35 |
55 |
79 |
139 |
242 |
530 |
530 |
|
10 |
35 |
55 |
79 |
138 |
242 |
529 |
529 |
|
11 |
35 |
56 |
78 |
138 |
241 |
528 |
528 |
|
12 |
35 |
56 |
78 |
137 |
240 |
528 |
528 |
|
13 |
35 |
56 |
77 |
136 |
240 |
527 |
527 |
|
14 |
35 |
56 |
77 |
136 |
239 |
527 |
527 |
|
15 |
35 |
56 |
77 |
136 |
239 |
527 |
527 |
|
16 |
34 |
56 |
77 |
136 |
239 |
527 |
527 |
|
17 |
34 |
56 |
77 |
136 |
239 |
527 |
527 |
|
18 |
35 |
56 |
77 |
136 |
239 |
527 |
527 |
|
19 |
35 |
56 |
77 |
136 |
239 |
527 |
527 |
|
20 |
35 |
56 |
77 |
136 |
240 |
527 |
527 |
|
21 |
35 |
56 |
77 |
136 |
240 |
527 |
527 |
|
22 |
35 |
56 |
77 |
136 |
240 |
527 |
527 |
|
23 |
35 |
56 |
77 |
136 |
239 |
527 |
527 |
|
24 |
34 |
56 |
77 |
136 |
239 |
526 |
526 |
|
25 |
34 |
55 |
76 |
136 |
239 |
526 |
526 |
|
26 |
34 |
55 |
76 |
135 |
239 |
526 |
526 |
|
27 |
34 |
55 |
76 |
135 |
238 |
526 |
526 |
|
28 |
33 |
54 |
75 |
135 |
238 |
525 |
525 |
|
29 |
33 |
54 |
75 |
134 |
238 |
525 |
525 |
|
30 |
32 |
54 |
75 |
134 |
237 |
525 |
525 |
2.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
29 |
42 |
65 |
133 |
247 |
534 |
1 229 |
|
2 |
31 |
44 |
67 |
135 |
249 |
536 |
995 |
|
3 |
34 |
48 |
70 |
131 |
247 |
534 |
815 |
|
4 |
36 |
51 |
74 |
135 |
247 |
534 |
676 |
|
5 |
39 |
55 |
80 |
139 |
248 |
535 |
570 |
|
6 |
40 |
57 |
83 |
144 |
248 |
535 |
535 |
|
7 |
42 |
60 |
86 |
147 |
249 |
536 |
536 |
|
8 |
42 |
60 |
86 |
146 |
249 |
536 |
536 |
|
9 |
42 |
61 |
86 |
145 |
249 |
536 |
536 |
|
10 |
43 |
63 |
87 |
146 |
249 |
537 |
537 |
|
11 |
44 |
65 |
87 |
146 |
250 |
537 |
537 |
|
12 |
45 |
66 |
87 |
147 |
250 |
537 |
537 |
|
13 |
45 |
66 |
87 |
147 |
250 |
537 |
537 |
|
14 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
15 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
16 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
17 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
18 |
45 |
66 |
87 |
147 |
250 |
537 |
537 |
|
19 |
45 |
66 |
88 |
147 |
250 |
537 |
537 |
|
20 |
46 |
67 |
88 |
147 |
250 |
538 |
538 |
|
21 |
46 |
67 |
88 |
147 |
250 |
538 |
538 |
|
22 |
46 |
67 |
88 |
147 |
250 |
538 |
538 |
|
23 |
45 |
67 |
88 |
147 |
250 |
537 |
537 |
|
24 |
45 |
66 |
87 |
146 |
250 |
537 |
537 |
|
25 |
44 |
66 |
87 |
146 |
249 |
537 |
537 |
|
26 |
44 |
65 |
86 |
145 |
249 |
536 |
536 |
|
27 |
43 |
65 |
86 |
145 |
248 |
535 |
535 |
|
28 |
43 |
64 |
85 |
144 |
248 |
535 |
535 |
|
29 |
42 |
63 |
84 |
144 |
247 |
534 |
534 |
|
30 |
42 |
63 |
84 |
143 |
246 |
534 |
534 |
2.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
127 |
140 |
163 |
231 |
345 |
632 |
1 365 |
|
2 |
126 |
139 |
161 |
229 |
343 |
631 |
1101 |
|
3 |
126 |
140 |
162 |
223 |
339 |
626 |
900 |
|
4 |
127 |
142 |
164 |
225 |
337 |
625 |
747 |
|
5 |
127 |
143 |
168 |
228 |
337 |
624 |
629 |
|
6 |
127 |
144 |
170 |
231 |
335 |
623 |
623 |
|
7 |
127 |
145 |
171 |
233 |
334 |
622 |
622 |
|
8 |
127 |
145 |
171 |
231 |
334 |
621 |
621 |
|
9 |
126 |
145 |
169 |
229 |
333 |
620 |
620 |
|
10 |
126 |
146 |
169 |
229 |
332 |
619 |
619 |
|
11 |
126 |
146 |
169 |
228 |
331 |
619 |
619 |
|
12 |
125 |
146 |
168 |
227 |
330 |
618 |
618 |
|
13 |
124 |
145 |
167 |
226 |
329 |
616 |
616 |
|
14 |
123 |
144 |
165 |
224 |
328 |
615 |
615 |
|
15 |
121 |
142 |
163 |
222 |
326 |
613 |
613 |
|
16 |
119 |
140 |
161 |
221 |
324 |
611 |
611 |
|
17 |
117 |
138 |
159 |
218 |
321 |
609 |
609 |
|
18 |
115 |
136 |
157 |
216 |
319 |
607 |
607 |
|
19 |
113 |
134 |
155 |
214 |
317 |
605 |
605 |
|
20 |
111 |
132 |
153 |
212 |
315 |
603 |
603 |
|
21 |
108 |
130 |
151 |
210 |
313 |
600 |
600 |
|
22 |
106 |
127 |
148 |
208 |
311 |
598 |
598 |
|
23 |
104 |
125 |
146 |
205 |
309 |
596 |
596 |
|
24 |
102 |
123 |
144 |
203 |
306 |
594 |
594 |
|
25 |
100 |
121 |
142 |
201 |
304 |
592 |
592 |
|
26 |
97 |
119 |
140 |
199 |
302 |
589 |
589 |
|
27 |
95 |
117 |
138 |
197 |
300 |
587 |
587 |
|
28 |
93 |
114 |
135 |
195 |
298 |
585 |
585 |
|
29 |
91 |
112 |
133 |
193 |
296 |
583 |
583 |
|
30 |
89 |
111 |
132 |
191 |
294 |
581 |
581 |
2.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
37 |
105 |
219 |
506 |
1 240 |
|
2 |
3 |
16 |
39 |
107 |
221 |
508 |
998 |
|
3 |
6 |
19 |
41 |
103 |
219 |
506 |
814 |
|
4 |
8 |
23 |
45 |
106 |
219 |
506 |
674 |
|
5 |
10 |
26 |
51 |
110 |
219 |
507 |
567 |
|
6 |
11 |
29 |
55 |
115 |
220 |
507 |
507 |
|
7 |
13 |
31 |
57 |
118 |
220 |
507 |
507 |
|
8 |
13 |
32 |
57 |
117 |
220 |
507 |
507 |
|
9 |
13 |
32 |
57 |
116 |
220 |
507 |
507 |
|
10 |
13 |
33 |
57 |
116 |
220 |
507 |
507 |
|
11 |
14 |
34 |
57 |
116 |
219 |
507 |
507 |
|
12 |
14 |
35 |
57 |
116 |
219 |
506 |
506 |
|
13 |
14 |
35 |
56 |
115 |
219 |
506 |
506 |
|
14 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
15 |
14 |
35 |
56 |
115 |
218 |
506 |
506 |
|
16 |
13 |
34 |
56 |
115 |
218 |
505 |
505 |
|
17 |
14 |
35 |
56 |
115 |
218 |
505 |
505 |
|
18 |
14 |
35 |
56 |
115 |
218 |
505 |
505 |
|
19 |
15 |
35 |
56 |
115 |
218 |
506 |
506 |
|
20 |
16 |
35 |
56 |
115 |
219 |
506 |
506 |
|
21 |
16 |
36 |
57 |
116 |
219 |
507 |
507 |
|
22 |
18 |
36 |
57 |
116 |
219 |
507 |
507 |
|
23 |
18 |
36 |
57 |
116 |
220 |
507 |
507 |
|
24 |
19 |
36 |
57 |
116 |
220 |
507 |
507 |
|
25 |
20 |
36 |
57 |
117 |
220 |
507 |
507 |
|
26 |
20 |
37 |
58 |
117 |
220 |
507 |
507 |
|
27 |
21 |
37 |
58 |
117 |
220 |
507 |
507 |
|
28 |
21 |
37 |
58 |
117 |
220 |
507 |
507 |
|
29 |
22 |
37 |
58 |
117 |
220 |
507 |
507 |
|
30 |
23 |
37 |
58 |
117 |
220 |
507 |
507 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
35 |
48 |
71 |
139 |
253 |
540 |
1 243 |
|
2 |
36 |
48 |
71 |
139 |
253 |
540 |
1 000 |
|
3 |
36 |
50 |
72 |
133 |
249 |
536 |
815 |
|
4 |
36 |
51 |
74 |
135 |
247 |
534 |
675 |
|
5 |
37 |
53 |
78 |
137 |
246 |
533 |
568 |
|
6 |
39 |
56 |
82 |
142 |
247 |
534 |
534 |
|
7 |
36 |
55 |
80 |
142 |
243 |
531 |
531 |
|
8 |
40 |
58 |
84 |
144 |
247 |
534 |
534 |
|
9 |
39 |
58 |
82 |
142 |
246 |
533 |
533 |
|
10 |
34 |
54 |
78 |
137 |
240 |
528 |
528 |
|
11 |
31 |
51 |
74 |
133 |
236 |
524 |
524 |
|
12 |
28 |
49 |
71 |
130 |
233 |
521 |
521 |
|
13 |
26 |
47 |
68 |
127 |
231 |
518 |
518 |
|
14 |
24 |
45 |
67 |
126 |
229 |
516 |
516 |
|
15 |
23 |
44 |
65 |
124 |
228 |
515 |
515 |
|
16 |
21 |
43 |
64 |
123 |
226 |
514 |
514 |
|
17 |
21 |
42 |
63 |
122 |
225 |
513 |
513 |
|
18 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
19 |
20 |
41 |
62 |
121 |
224 |
512 |
512 |
|
20 |
20 |
41 |
62 |
121 |
224 |
512 |
512 |
|
21 |
20 |
41 |
62 |
121 |
225 |
512 |
512 |
|
22 |
20 |
41 |
62 |
121 |
224 |
512 |
512 |
|
23 |
20 |
41 |
62 |
121 |
224 |
512 |
512 |
|
24 |
20 |
41 |
62 |
121 |
224 |
512 |
512 |
|
25 |
20 |
41 |
62 |
121 |
224 |
511 |
511 |
|
26 |
20 |
40 |
61 |
121 |
224 |
511 |
511 |
|
27 |
21 |
40 |
61 |
120 |
224 |
511 |
511 |
|
28 |
21 |
40 |
61 |
120 |
224 |
511 |
511 |
|
29 |
22 |
40 |
61 |
120 |
223 |
511 |
511 |
|
30 |
23 |
40 |
61 |
120 |
223 |
511 |
511 |
2.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
210 |
223 |
246 |
314 |
428 |
715 |
1 423 |
|
2 |
207 |
220 |
243 |
311 |
425 |
712 |
1 137 |
|
3 |
203 |
217 |
239 |
301 |
416 |
704 |
924 |
|
4 |
200 |
215 |
238 |
299 |
411 |
698 |
764 |
|
5 |
197 |
213 |
237 |
297 |
406 |
693 |
693 |
|
6 |
193 |
210 |
236 |
297 |
401 |
688 |
688 |
|
7 |
190 |
208 |
234 |
295 |
397 |
684 |
684 |
|
8 |
185 |
204 |
229 |
289 |
392 |
680 |
680 |
|
9 |
181 |
201 |
225 |
285 |
388 |
675 |
675 |
|
10 |
178 |
198 |
221 |
280 |
384 |
671 |
671 |
|
11 |
174 |
195 |
217 |
276 |
380 |
667 |
667 |
|
12 |
170 |
191 |
213 |
272 |
376 |
663 |
663 |
|
13 |
167 |
188 |
209 |
268 |
372 |
659 |
659 |
|
14 |
163 |
184 |
205 |
265 |
368 |
655 |
655 |
|
15 |
160 |
181 |
202 |
261 |
364 |
652 |
652 |
|
16 |
156 |
177 |
198 |
257 |
361 |
648 |
648 |
|
17 |
153 |
174 |
195 |
254 |
357 |
645 |
645 |
|
18 |
150 |
171 |
192 |
251 |
354 |
642 |
642 |
|
19 |
147 |
168 |
189 |
248 |
351 |
639 |
639 |
|
20 |
144 |
165 |
186 |
245 |
348 |
636 |
636 |
|
21 |
141 |
162 |
183 |
242 |
346 |
633 |
633 |
|
22 |
138 |
159 |
180 |
239 |
343 |
630 |
630 |
|
23 |
135 |
156 |
177 |
236 |
340 |
627 |
627 |
|
24 |
132 |
153 |
174 |
234 |
337 |
624 |
624 |
|
25 |
129 |
151 |
172 |
231 |
334 |
621 |
621 |
|
26 |
127 |
148 |
169 |
228 |
331 |
619 |
619 |
|
27 |
124 |
145 |
166 |
225 |
329 |
616 |
616 |
|
28 |
122 |
143 |
164 |
223 |
326 |
614 |
614 |
|
29 |
119 |
140 |
161 |
221 |
324 |
611 |
611 |
|
30 |
117 |
138 |
159 |
218 |
322 |
609 |
609 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
25 |
47 |
100 |
235 |
522 |
1 265 |
|
2 |
8 |
25 |
47 |
100 |
235 |
522 |
1 013 |
|
3 |
10 |
28 |
50 |
96 |
233 |
520 |
823 |
|
4 |
12 |
32 |
54 |
95 |
233 |
520 |
681 |
|
5 |
16 |
38 |
59 |
97 |
233 |
521 |
571 |
|
6 |
18 |
42 |
63 |
95 |
234 |
521 |
521 |
|
7 |
19 |
44 |
63 |
90 |
234 |
522 |
522 |
|
8 |
18 |
43 |
62 |
89 |
234 |
522 |
522 |
|
9 |
19 |
45 |
64 |
92 |
234 |
522 |
522 |
|
10 |
21 |
48 |
67 |
96 |
234 |
522 |
522 |
|
11 |
23 |
50 |
68 |
99 |
234 |
522 |
522 |
|
12 |
24 |
52 |
69 |
100 |
234 |
522 |
522 |
|
13 |
26 |
54 |
70 |
100 |
234 |
522 |
522 |
|
14 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
15 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
16 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
17 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
18 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
19 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
20 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
21 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
22 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
23 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
24 |
26 |
55 |
71 |
100 |
234 |
522 |
522 |
|
25 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
26 |
26 |
55 |
71 |
100 |
234 |
521 |
521 |
|
27 |
26 |
55 |
71 |
100 |
233 |
521 |
521 |
|
28 |
26 |
55 |
71 |
100 |
233 |
520 |
520 |
|
29 |
26 |
55 |
71 |
100 |
233 |
520 |
520 |
|
30 |
26 |
55 |
71 |
100 |
232 |
520 |
520 |
2.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
4 |
14 |
82 |
196 |
484 |
1 179 |
|
2 |
1 |
5 |
13 |
81 |
195 |
482 |
951 |
|
3 |
2 |
5 |
13 |
74 |
190 |
477 |
777 |
|
4 |
2 |
6 |
15 |
76 |
188 |
475 |
644 |
|
5 |
4 |
6 |
19 |
78 |
187 |
475 |
542 |
|
6 |
5 |
7 |
22 |
82 |
187 |
474 |
474 |
|
7 |
5 |
9 |
24 |
85 |
187 |
474 |
474 |
|
8 |
7 |
9 |
23 |
84 |
186 |
474 |
474 |
|
9 |
7 |
10 |
23 |
83 |
186 |
474 |
474 |
|
10 |
8 |
10 |
24 |
83 |
186 |
474 |
474 |
|
11 |
9 |
11 |
24 |
83 |
187 |
474 |
474 |
|
12 |
9 |
11 |
24 |
83 |
187 |
474 |
474 |
|
13 |
10 |
13 |
24 |
83 |
187 |
474 |
474 |
|
14 |
11 |
14 |
25 |
84 |
187 |
474 |
474 |
|
15 |
12 |
14 |
25 |
84 |
187 |
475 |
475 |
|
16 |
13 |
15 |
26 |
84 |
188 |
475 |
475 |
|
17 |
13 |
15 |
27 |
85 |
188 |
475 |
475 |
|
18 |
14 |
17 |
28 |
85 |
189 |
476 |
476 |
|
19 |
15 |
17 |
29 |
86 |
189 |
476 |
476 |
|
20 |
15 |
18 |
30 |
86 |
190 |
477 |
477 |
|
21 |
16 |
18 |
32 |
87 |
190 |
477 |
477 |
|
22 |
16 |
19 |
33 |
87 |
190 |
478 |
478 |
|
23 |
18 |
20 |
34 |
87 |
191 |
478 |
478 |
|
24 |
19 |
21 |
35 |
87 |
191 |
478 |
478 |
|
25 |
19 |
22 |
36 |
87 |
191 |
478 |
478 |
|
26 |
20 |
22 |
37 |
87 |
191 |
478 |
478 |
|
27 |
20 |
23 |
38 |
87 |
191 |
478 |
478 |
|
28 |
21 |
23 |
40 |
87 |
191 |
478 |
478 |
|
29 |
21 |
24 |
41 |
87 |
190 |
478 |
478 |
|
30 |
22 |
24 |
42 |
87 |
190 |
478 |
478 |
3.
Other exposures
3.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
14 |
20 |
41 |
158 |
303 |
3 123 |
|
2 |
2 |
14 |
20 |
41 |
158 |
344 |
2 340 |
|
3 |
1 |
14 |
23 |
46 |
153 |
359 |
1 774 |
|
4 |
2 |
15 |
25 |
50 |
151 |
359 |
1 374 |
|
5 |
3 |
17 |
29 |
52 |
151 |
350 |
1 091 |
|
6 |
4 |
20 |
31 |
55 |
151 |
337 |
885 |
|
7 |
6 |
22 |
33 |
57 |
151 |
321 |
733 |
|
8 |
6 |
23 |
34 |
60 |
151 |
305 |
616 |
|
9 |
6 |
24 |
36 |
62 |
151 |
287 |
525 |
|
10 |
6 |
25 |
37 |
64 |
151 |
271 |
452 |
|
11 |
7 |
25 |
38 |
65 |
151 |
254 |
392 |
|
12 |
7 |
25 |
38 |
65 |
151 |
244 |
343 |
|
13 |
7 |
26 |
38 |
65 |
151 |
244 |
303 |
|
14 |
7 |
26 |
38 |
65 |
151 |
244 |
268 |
|
15 |
7 |
26 |
40 |
65 |
151 |
244 |
244 |
|
16 |
7 |
26 |
42 |
65 |
151 |
244 |
244 |
|
17 |
7 |
26 |
44 |
65 |
151 |
244 |
244 |
|
18 |
7 |
26 |
47 |
65 |
151 |
244 |
244 |
|
19 |
7 |
26 |
49 |
65 |
151 |
244 |
244 |
|
20 |
8 |
26 |
52 |
65 |
151 |
244 |
244 |
|
21 |
8 |
26 |
54 |
65 |
151 |
244 |
244 |
|
22 |
9 |
26 |
56 |
65 |
151 |
244 |
244 |
|
23 |
9 |
26 |
59 |
65 |
151 |
244 |
244 |
|
24 |
9 |
26 |
61 |
65 |
151 |
244 |
244 |
|
25 |
10 |
26 |
64 |
65 |
151 |
244 |
244 |
|
26 |
10 |
26 |
66 |
67 |
151 |
244 |
244 |
|
27 |
11 |
26 |
69 |
68 |
151 |
244 |
244 |
|
28 |
11 |
26 |
71 |
70 |
151 |
244 |
244 |
|
29 |
11 |
26 |
74 |
72 |
151 |
244 |
244 |
|
30 |
12 |
26 |
76 |
73 |
151 |
244 |
244 |
3.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
14 |
26 |
32 |
53 |
170 |
319 |
3 297 |
|
2 |
15 |
27 |
34 |
55 |
171 |
358 |
2 450 |
|
3 |
15 |
27 |
36 |
59 |
166 |
372 |
1 848 |
|
4 |
14 |
28 |
38 |
63 |
164 |
371 |
1 427 |
|
5 |
14 |
29 |
41 |
64 |
163 |
361 |
1 130 |
|
6 |
15 |
31 |
42 |
66 |
162 |
347 |
916 |
|
7 |
16 |
33 |
43 |
67 |
161 |
330 |
757 |
|
8 |
15 |
33 |
44 |
69 |
160 |
313 |
636 |
|
9 |
15 |
33 |
45 |
71 |
160 |
295 |
541 |
|
10 |
15 |
33 |
46 |
73 |
159 |
277 |
465 |
|
11 |
15 |
33 |
46 |
73 |
159 |
260 |
404 |
|
12 |
14 |
33 |
45 |
73 |
158 |
251 |
353 |
|
13 |
14 |
32 |
45 |
72 |
158 |
251 |
311 |
|
14 |
13 |
32 |
44 |
71 |
157 |
250 |
275 |
|
15 |
13 |
31 |
44 |
71 |
157 |
250 |
250 |
|
16 |
12 |
31 |
44 |
71 |
156 |
249 |
249 |
|
17 |
12 |
31 |
45 |
71 |
156 |
249 |
249 |
|
18 |
12 |
31 |
48 |
71 |
156 |
249 |
249 |
|
19 |
12 |
31 |
51 |
71 |
156 |
249 |
249 |
|
20 |
13 |
31 |
53 |
71 |
157 |
250 |
250 |
|
21 |
13 |
31 |
55 |
71 |
157 |
250 |
250 |
|
22 |
13 |
32 |
58 |
71 |
157 |
250 |
250 |
|
23 |
13 |
32 |
60 |
71 |
157 |
250 |
250 |
|
24 |
13 |
32 |
63 |
71 |
157 |
250 |
250 |
|
25 |
13 |
32 |
65 |
71 |
157 |
250 |
250 |
|
26 |
13 |
32 |
68 |
71 |
157 |
250 |
250 |
|
27 |
13 |
32 |
70 |
71 |
157 |
250 |
250 |
|
28 |
13 |
31 |
73 |
71 |
157 |
250 |
250 |
|
29 |
13 |
31 |
75 |
73 |
157 |
250 |
250 |
|
30 |
13 |
31 |
77 |
75 |
157 |
250 |
250 |
3.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
14 |
20 |
41 |
158 |
303 |
3 122 |
|
2 |
2 |
14 |
20 |
41 |
158 |
344 |
2 340 |
|
3 |
1 |
14 |
22 |
46 |
153 |
359 |
1 773 |
|
4 |
1 |
15 |
25 |
50 |
151 |
359 |
1 374 |
|
5 |
2 |
17 |
28 |
52 |
151 |
350 |
1 091 |
|
6 |
4 |
20 |
31 |
55 |
151 |
337 |
885 |
|
7 |
5 |
22 |
33 |
57 |
151 |
321 |
733 |
|
8 |
5 |
23 |
34 |
59 |
151 |
305 |
616 |
|
9 |
6 |
24 |
35 |
62 |
151 |
287 |
525 |
|
10 |
6 |
25 |
37 |
64 |
151 |
270 |
452 |
|
11 |
7 |
25 |
38 |
65 |
151 |
254 |
392 |
|
12 |
7 |
25 |
38 |
65 |
151 |
244 |
343 |
|
13 |
7 |
25 |
38 |
65 |
151 |
244 |
303 |
|
14 |
7 |
25 |
38 |
65 |
151 |
244 |
268 |
|
15 |
7 |
25 |
40 |
65 |
151 |
244 |
244 |
|
16 |
7 |
25 |
42 |
65 |
151 |
244 |
244 |
|
17 |
7 |
25 |
44 |
65 |
151 |
244 |
244 |
|
18 |
7 |
25 |
47 |
65 |
151 |
244 |
244 |
|
19 |
7 |
25 |
49 |
65 |
151 |
244 |
244 |
|
20 |
8 |
25 |
52 |
65 |
151 |
244 |
244 |
|
21 |
8 |
25 |
54 |
65 |
151 |
244 |
244 |
|
22 |
9 |
25 |
56 |
65 |
151 |
244 |
244 |
|
23 |
9 |
25 |
59 |
65 |
151 |
244 |
244 |
|
24 |
9 |
25 |
61 |
65 |
151 |
244 |
244 |
|
25 |
10 |
25 |
64 |
65 |
151 |
244 |
244 |
|
26 |
10 |
25 |
66 |
67 |
151 |
244 |
244 |
|
27 |
11 |
25 |
69 |
68 |
151 |
244 |
244 |
|
28 |
11 |
25 |
71 |
70 |
151 |
244 |
244 |
|
29 |
11 |
25 |
74 |
72 |
151 |
244 |
244 |
|
30 |
12 |
26 |
76 |
73 |
151 |
244 |
244 |
3.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
75 |
87 |
93 |
114 |
231 |
353 |
3 686 |
|
2 |
71 |
83 |
90 |
111 |
228 |
394 |
2 722 |
|
3 |
73 |
86 |
94 |
118 |
225 |
405 |
2 037 |
|
4 |
71 |
85 |
95 |
120 |
221 |
400 |
1 561 |
|
5 |
70 |
85 |
97 |
120 |
219 |
387 |
1 229 |
|
6 |
70 |
86 |
97 |
121 |
217 |
371 |
991 |
|
7 |
70 |
87 |
97 |
122 |
215 |
352 |
816 |
|
8 |
69 |
87 |
97 |
123 |
214 |
332 |
683 |
|
9 |
69 |
87 |
98 |
125 |
213 |
313 |
581 |
|
10 |
66 |
84 |
96 |
124 |
210 |
303 |
499 |
|
11 |
64 |
82 |
95 |
122 |
208 |
301 |
433 |
|
12 |
63 |
81 |
94 |
121 |
207 |
300 |
379 |
|
13 |
62 |
81 |
93 |
120 |
206 |
299 |
333 |
|
14 |
62 |
80 |
93 |
120 |
206 |
299 |
299 |
|
15 |
61 |
80 |
92 |
120 |
205 |
299 |
299 |
|
16 |
61 |
80 |
92 |
119 |
205 |
298 |
298 |
|
17 |
61 |
79 |
92 |
119 |
205 |
298 |
298 |
|
18 |
60 |
79 |
91 |
118 |
204 |
297 |
297 |
|
19 |
59 |
78 |
90 |
118 |
203 |
297 |
297 |
|
20 |
59 |
78 |
90 |
117 |
203 |
296 |
296 |
|
21 |
58 |
77 |
89 |
117 |
202 |
295 |
295 |
|
22 |
57 |
76 |
88 |
116 |
201 |
295 |
295 |
|
23 |
57 |
75 |
88 |
115 |
200 |
294 |
294 |
|
24 |
56 |
74 |
87 |
114 |
200 |
293 |
293 |
|
25 |
55 |
73 |
86 |
113 |
198 |
292 |
292 |
|
26 |
54 |
72 |
85 |
112 |
197 |
291 |
291 |
|
27 |
52 |
71 |
83 |
111 |
196 |
290 |
290 |
|
28 |
51 |
70 |
82 |
110 |
195 |
288 |
288 |
|
29 |
50 |
69 |
81 |
109 |
194 |
287 |
287 |
|
30 |
49 |
68 |
81 |
108 |
193 |
286 |
286 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
18 |
25 |
46 |
162 |
304 |
3 128 |
|
2 |
7 |
19 |
26 |
47 |
164 |
345 |
2 344 |
|
3 |
8 |
21 |
29 |
53 |
160 |
359 |
1 775 |
|
4 |
9 |
22 |
33 |
57 |
158 |
359 |
1 375 |
|
5 |
10 |
25 |
36 |
59 |
158 |
350 |
1 091 |
|
6 |
11 |
27 |
38 |
62 |
158 |
337 |
886 |
|
7 |
13 |
29 |
40 |
64 |
158 |
321 |
733 |
|
8 |
12 |
30 |
41 |
66 |
158 |
304 |
616 |
|
9 |
12 |
30 |
42 |
69 |
157 |
287 |
524 |
|
10 |
12 |
31 |
43 |
70 |
157 |
270 |
451 |
|
11 |
13 |
31 |
43 |
71 |
157 |
254 |
392 |
|
12 |
13 |
31 |
44 |
71 |
157 |
250 |
343 |
|
13 |
13 |
31 |
44 |
71 |
157 |
250 |
303 |
|
14 |
13 |
31 |
44 |
71 |
157 |
250 |
268 |
|
15 |
13 |
31 |
44 |
71 |
157 |
250 |
250 |
|
16 |
13 |
31 |
44 |
71 |
157 |
250 |
250 |
|
17 |
13 |
32 |
45 |
71 |
157 |
250 |
250 |
|
18 |
13 |
32 |
47 |
72 |
157 |
250 |
250 |
|
19 |
14 |
32 |
49 |
72 |
157 |
251 |
251 |
|
20 |
14 |
33 |
52 |
72 |
158 |
251 |
251 |
|
21 |
14 |
33 |
55 |
73 |
158 |
252 |
252 |
|
22 |
15 |
33 |
56 |
73 |
159 |
252 |
252 |
|
23 |
15 |
33 |
59 |
73 |
159 |
252 |
252 |
|
24 |
15 |
33 |
61 |
73 |
159 |
252 |
252 |
|
25 |
15 |
33 |
64 |
73 |
159 |
252 |
252 |
|
26 |
15 |
33 |
66 |
73 |
159 |
252 |
252 |
|
27 |
15 |
33 |
69 |
73 |
159 |
252 |
252 |
|
28 |
15 |
33 |
71 |
73 |
159 |
252 |
252 |
|
29 |
15 |
33 |
74 |
73 |
158 |
252 |
252 |
|
30 |
14 |
33 |
76 |
75 |
158 |
251 |
251 |
3.6
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
19 |
40 |
157 |
303 |
3 120 |
|
2 |
1 |
13 |
19 |
40 |
157 |
344 |
2 338 |
|
3 |
1 |
13 |
22 |
45 |
152 |
359 |
1 772 |
|
4 |
1 |
14 |
25 |
49 |
150 |
359 |
1 373 |
|
5 |
2 |
16 |
28 |
51 |
150 |
350 |
1 090 |
|
6 |
3 |
19 |
30 |
54 |
150 |
337 |
885 |
|
7 |
5 |
21 |
32 |
56 |
150 |
321 |
732 |
|
8 |
5 |
22 |
33 |
59 |
150 |
304 |
615 |
|
9 |
5 |
23 |
35 |
61 |
150 |
287 |
524 |
|
10 |
6 |
24 |
36 |
63 |
150 |
270 |
451 |
|
11 |
6 |
24 |
37 |
64 |
150 |
254 |
392 |
|
12 |
6 |
25 |
37 |
64 |
150 |
243 |
343 |
|
13 |
6 |
25 |
37 |
64 |
150 |
243 |
302 |
|
14 |
6 |
25 |
37 |
64 |
150 |
243 |
268 |
|
15 |
6 |
25 |
40 |
64 |
150 |
243 |
243 |
|
16 |
6 |
25 |
42 |
64 |
150 |
243 |
243 |
|
17 |
6 |
25 |
44 |
64 |
150 |
243 |
243 |
|
18 |
6 |
25 |
47 |
64 |
150 |
243 |
243 |
|
19 |
7 |
25 |
49 |
64 |
150 |
243 |
243 |
|
20 |
8 |
25 |
52 |
64 |
150 |
243 |
243 |
|
21 |
8 |
25 |
54 |
64 |
150 |
243 |
243 |
|
22 |
9 |
25 |
56 |
64 |
150 |
243 |
243 |
|
23 |
9 |
25 |
59 |
64 |
150 |
243 |
243 |
|
24 |
9 |
25 |
61 |
64 |
150 |
243 |
243 |
|
25 |
10 |
25 |
64 |
65 |
150 |
243 |
243 |
|
26 |
10 |
25 |
66 |
67 |
150 |
243 |
243 |
|
27 |
11 |
25 |
69 |
68 |
150 |
243 |
243 |
|
28 |
11 |
25 |
71 |
70 |
150 |
243 |
243 |
|
29 |
11 |
25 |
74 |
72 |
150 |
243 |
243 |
|
30 |
12 |
26 |
76 |
73 |
150 |
243 |
243 |
3.7
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
10 |
22 |
44 |
176 |
308 |
3 177 |
|
2 |
0 |
10 |
22 |
44 |
176 |
349 |
2 378 |
|
3 |
1 |
10 |
23 |
49 |
171 |
364 |
1802 |
|
4 |
1 |
13 |
26 |
54 |
168 |
364 |
1 396 |
|
5 |
2 |
16 |
28 |
58 |
167 |
355 |
1107 |
|
6 |
2 |
18 |
32 |
59 |
166 |
341 |
898 |
|
7 |
4 |
21 |
36 |
60 |
165 |
325 |
742 |
|
8 |
6 |
24 |
37 |
59 |
164 |
308 |
624 |
|
9 |
9 |
30 |
42 |
58 |
163 |
290 |
531 |
|
10 |
11 |
34 |
42 |
58 |
162 |
273 |
457 |
|
11 |
10 |
33 |
42 |
57 |
161 |
257 |
397 |
|
12 |
9 |
32 |
42 |
57 |
160 |
253 |
347 |
|
13 |
8 |
31 |
42 |
58 |
160 |
253 |
306 |
|
14 |
8 |
31 |
43 |
58 |
159 |
252 |
271 |
|
15 |
9 |
31 |
43 |
58 |
158 |
251 |
251 |
|
16 |
9 |
31 |
44 |
58 |
157 |
250 |
250 |
|
17 |
9 |
31 |
45 |
58 |
156 |
249 |
249 |
|
18 |
9 |
31 |
48 |
58 |
156 |
249 |
249 |
|
19 |
9 |
31 |
49 |
58 |
156 |
249 |
249 |
|
20 |
9 |
31 |
52 |
58 |
156 |
249 |
249 |
|
21 |
9 |
32 |
55 |
58 |
156 |
249 |
249 |
|
22 |
9 |
32 |
57 |
60 |
156 |
249 |
249 |
|
23 |
9 |
32 |
59 |
61 |
155 |
248 |
248 |
|
24 |
9 |
32 |
61 |
63 |
154 |
248 |
248 |
|
25 |
10 |
32 |
64 |
65 |
154 |
247 |
247 |
|
26 |
10 |
32 |
66 |
67 |
153 |
246 |
246 |
|
27 |
11 |
32 |
69 |
69 |
153 |
246 |
246 |
|
28 |
11 |
32 |
71 |
71 |
152 |
245 |
245 |
|
29 |
11 |
32 |
74 |
73 |
152 |
245 |
245 |
|
30 |
12 |
32 |
76 |
75 |
151 |
244 |
244 |
3.8
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
80 |
92 |
98 |
119 |
236 |
331 |
3 282 |
|
2 |
78 |
90 |
97 |
118 |
235 |
363 |
2 474 |
|
3 |
77 |
90 |
98 |
122 |
229 |
380 |
1 883 |
|
4 |
75 |
89 |
99 |
124 |
225 |
381 |
1 463 |
|
5 |
74 |
89 |
100 |
124 |
222 |
372 |
1 163 |
|
6 |
74 |
90 |
101 |
125 |
221 |
359 |
944 |
|
7 |
73 |
90 |
100 |
125 |
219 |
343 |
782 |
|
8 |
71 |
89 |
100 |
125 |
217 |
325 |
657 |
|
9 |
70 |
88 |
99 |
126 |
215 |
308 |
560 |
|
10 |
69 |
87 |
99 |
127 |
213 |
306 |
482 |
|
11 |
68 |
86 |
99 |
126 |
212 |
305 |
419 |
|
12 |
66 |
85 |
97 |
125 |
210 |
304 |
366 |
|
13 |
65 |
84 |
96 |
123 |
209 |
302 |
322 |
|
14 |
64 |
82 |
95 |
122 |
208 |
301 |
301 |
|
15 |
62 |
81 |
93 |
121 |
206 |
299 |
299 |
|
16 |
61 |
80 |
92 |
120 |
205 |
298 |
298 |
|
17 |
60 |
79 |
91 |
119 |
204 |
297 |
297 |
|
18 |
59 |
78 |
90 |
118 |
203 |
296 |
296 |
|
19 |
59 |
77 |
90 |
117 |
202 |
296 |
296 |
|
20 |
58 |
76 |
89 |
116 |
202 |
295 |
295 |
|
21 |
57 |
75 |
88 |
115 |
201 |
294 |
294 |
|
22 |
56 |
74 |
87 |
114 |
200 |
293 |
293 |
|
23 |
55 |
73 |
86 |
113 |
199 |
292 |
292 |
|
24 |
54 |
72 |
85 |
112 |
198 |
291 |
291 |
|
25 |
52 |
71 |
83 |
111 |
196 |
290 |
290 |
|
26 |
51 |
70 |
82 |
110 |
195 |
288 |
288 |
|
27 |
50 |
69 |
81 |
109 |
194 |
287 |
287 |
|
28 |
49 |
68 |
80 |
108 |
193 |
286 |
286 |
|
29 |
48 |
67 |
79 |
106 |
192 |
285 |
285 |
|
30 |
47 |
66 |
80 |
105 |
191 |
284 |
284 |
3.9
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
52 |
65 |
71 |
92 |
209 |
314 |
3 247 |
|
2 |
52 |
64 |
70 |
91 |
208 |
358 |
2 438 |
|
3 |
51 |
64 |
72 |
96 |
203 |
374 |
1 852 |
|
4 |
50 |
64 |
74 |
99 |
200 |
374 |
1 437 |
|
5 |
50 |
65 |
76 |
99 |
198 |
366 |
1 141 |
|
6 |
50 |
65 |
77 |
101 |
197 |
352 |
927 |
|
7 |
50 |
67 |
77 |
102 |
195 |
336 |
767 |
|
8 |
49 |
66 |
77 |
103 |
194 |
319 |
645 |
|
9 |
48 |
66 |
77 |
104 |
193 |
301 |
549 |
|
10 |
47 |
65 |
78 |
105 |
192 |
285 |
473 |
|
11 |
47 |
65 |
77 |
105 |
191 |
284 |
411 |
|
12 |
46 |
64 |
77 |
104 |
190 |
283 |
359 |
|
13 |
45 |
64 |
76 |
104 |
189 |
282 |
316 |
|
14 |
45 |
63 |
76 |
103 |
189 |
282 |
282 |
|
15 |
44 |
63 |
75 |
103 |
188 |
281 |
281 |
|
16 |
43 |
62 |
74 |
102 |
187 |
280 |
280 |
|
17 |
43 |
61 |
74 |
101 |
187 |
280 |
280 |
|
18 |
42 |
61 |
73 |
101 |
186 |
279 |
279 |
|
19 |
42 |
60 |
73 |
100 |
186 |
279 |
279 |
|
20 |
42 |
60 |
73 |
100 |
186 |
279 |
279 |
|
21 |
41 |
60 |
72 |
100 |
185 |
278 |
278 |
|
22 |
41 |
60 |
72 |
99 |
185 |
278 |
278 |
|
23 |
40 |
59 |
71 |
99 |
184 |
277 |
277 |
|
24 |
40 |
58 |
71 |
98 |
184 |
277 |
277 |
|
25 |
39 |
58 |
70 |
97 |
183 |
276 |
276 |
|
26 |
38 |
57 |
69 |
97 |
182 |
275 |
275 |
|
27 |
38 |
56 |
72 |
96 |
182 |
275 |
275 |
|
28 |
37 |
56 |
74 |
95 |
181 |
274 |
274 |
|
29 |
36 |
55 |
76 |
95 |
180 |
273 |
273 |
|
30 |
35 |
54 |
79 |
94 |
179 |
273 |
273 |
3.10
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
86 |
98 |
105 |
126 |
243 |
337 |
3 364 |
|
2 |
86 |
98 |
105 |
126 |
242 |
369 |
2523 |
|
3 |
84 |
97 |
105 |
129 |
236 |
384 |
1 911 |
|
4 |
83 |
97 |
107 |
131 |
232 |
383 |
1 478 |
|
5 |
83 |
98 |
109 |
133 |
231 |
373 |
1 170 |
|
6 |
84 |
100 |
111 |
135 |
231 |
358 |
946 |
|
7 |
85 |
102 |
112 |
137 |
231 |
340 |
780 |
|
8 |
85 |
103 |
114 |
139 |
231 |
324 |
653 |
|
9 |
86 |
104 |
115 |
142 |
231 |
324 |
555 |
|
10 |
86 |
105 |
117 |
144 |
231 |
324 |
476 |
|
11 |
86 |
105 |
117 |
145 |
230 |
324 |
413 |
|
12 |
86 |
104 |
117 |
144 |
230 |
323 |
361 |
|
13 |
85 |
103 |
116 |
143 |
229 |
322 |
322 |
|
14 |
84 |
102 |
115 |
142 |
228 |
321 |
321 |
|
15 |
83 |
101 |
114 |
141 |
227 |
320 |
320 |
|
16 |
82 |
100 |
113 |
140 |
226 |
319 |
319 |
|
17 |
81 |
99 |
112 |
139 |
225 |
318 |
318 |
|
18 |
80 |
98 |
111 |
138 |
223 |
317 |
317 |
|
19 |
78 |
97 |
109 |
137 |
222 |
316 |
316 |
|
20 |
77 |
96 |
108 |
136 |
221 |
314 |
314 |
|
21 |
76 |
95 |
107 |
135 |
220 |
313 |
313 |
|
22 |
75 |
93 |
106 |
133 |
219 |
312 |
312 |
|
23 |
73 |
92 |
104 |
132 |
217 |
310 |
310 |
|
24 |
72 |
90 |
103 |
130 |
216 |
309 |
309 |
|
25 |
70 |
89 |
101 |
129 |
214 |
307 |
307 |
|
26 |
69 |
87 |
100 |
127 |
213 |
306 |
306 |
|
27 |
67 |
86 |
98 |
126 |
211 |
304 |
304 |
|
28 |
66 |
84 |
97 |
124 |
210 |
303 |
303 |
|
29 |
64 |
83 |
95 |
123 |
208 |
301 |
301 |
|
30 |
63 |
81 |
94 |
121 |
207 |
300 |
300 |
3.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
27 |
39 |
45 |
66 |
183 |
304 |
3 129 |
|
2 |
27 |
39 |
46 |
67 |
184 |
345 |
2 346 |
|
3 |
26 |
39 |
47 |
71 |
178 |
360 |
1 779 |
|
4 |
25 |
39 |
49 |
74 |
175 |
360 |
1 378 |
|
5 |
26 |
40 |
52 |
75 |
174 |
351 |
1 094 |
|
6 |
26 |
42 |
53 |
78 |
173 |
338 |
888 |
|
7 |
27 |
44 |
54 |
79 |
172 |
322 |
735 |
|
8 |
26 |
44 |
55 |
80 |
172 |
305 |
618 |
|
9 |
26 |
44 |
56 |
82 |
171 |
288 |
526 |
|
10 |
26 |
44 |
57 |
84 |
170 |
271 |
453 |
|
11 |
25 |
44 |
56 |
84 |
170 |
263 |
393 |
|
12 |
25 |
43 |
56 |
83 |
169 |
262 |
344 |
|
13 |
24 |
43 |
55 |
83 |
168 |
261 |
303 |
|
14 |
24 |
42 |
55 |
82 |
168 |
261 |
269 |
|
15 |
23 |
42 |
54 |
82 |
167 |
260 |
260 |
|
16 |
23 |
41 |
54 |
81 |
167 |
260 |
260 |
|
17 |
22 |
41 |
53 |
81 |
166 |
259 |
259 |
|
18 |
22 |
41 |
53 |
80 |
166 |
259 |
259 |
|
19 |
22 |
41 |
53 |
80 |
166 |
259 |
259 |
|
20 |
22 |
41 |
53 |
80 |
166 |
259 |
259 |
|
21 |
22 |
41 |
55 |
80 |
166 |
259 |
259 |
|
22 |
22 |
41 |
56 |
80 |
166 |
259 |
259 |
|
23 |
22 |
40 |
59 |
80 |
166 |
259 |
259 |
|
24 |
22 |
40 |
61 |
80 |
166 |
259 |
259 |
|
25 |
21 |
40 |
64 |
80 |
165 |
258 |
258 |
|
26 |
21 |
40 |
66 |
79 |
165 |
258 |
258 |
|
27 |
21 |
39 |
69 |
79 |
165 |
258 |
258 |
|
28 |
21 |
39 |
71 |
79 |
164 |
258 |
258 |
|
29 |
20 |
39 |
74 |
79 |
164 |
257 |
257 |
|
30 |
20 |
38 |
76 |
78 |
164 |
257 |
257 |
3.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
4 |
23 |
140 |
297 |
3 047 |
|
2 |
0 |
1 |
6 |
24 |
140 |
337 |
2 286 |
|
3 |
1 |
1 |
9 |
29 |
136 |
352 |
1 735 |
|
4 |
1 |
3 |
12 |
33 |
133 |
353 |
1 346 |
|
5 |
1 |
4 |
15 |
35 |
134 |
345 |
1 070 |
|
6 |
2 |
4 |
17 |
38 |
134 |
332 |
869 |
|
7 |
2 |
6 |
20 |
40 |
134 |
316 |
719 |
|
8 |
2 |
7 |
22 |
42 |
134 |
300 |
605 |
|
9 |
4 |
7 |
24 |
45 |
134 |
283 |
516 |
|
10 |
4 |
9 |
27 |
47 |
134 |
266 |
444 |
|
11 |
4 |
9 |
30 |
49 |
134 |
250 |
386 |
|
12 |
4 |
10 |
32 |
48 |
133 |
235 |
338 |
|
13 |
5 |
11 |
34 |
48 |
134 |
227 |
298 |
|
14 |
5 |
11 |
37 |
48 |
134 |
227 |
264 |
|
15 |
6 |
13 |
39 |
47 |
133 |
226 |
235 |
|
16 |
6 |
13 |
41 |
46 |
132 |
225 |
225 |
|
17 |
6 |
15 |
44 |
49 |
132 |
225 |
225 |
|
18 |
6 |
15 |
47 |
50 |
132 |
225 |
225 |
|
19 |
7 |
16 |
48 |
52 |
132 |
225 |
225 |
|
20 |
7 |
17 |
51 |
54 |
133 |
226 |
226 |
|
21 |
8 |
18 |
53 |
57 |
133 |
226 |
226 |
|
22 |
9 |
19 |
56 |
58 |
133 |
226 |
226 |
|
23 |
9 |
20 |
59 |
60 |
133 |
226 |
226 |
|
24 |
9 |
20 |
60 |
62 |
133 |
226 |
226 |
|
25 |
10 |
22 |
63 |
63 |
134 |
226 |
226 |
|
26 |
10 |
22 |
65 |
65 |
134 |
226 |
226 |
|
27 |
10 |
23 |
68 |
67 |
135 |
226 |
226 |
|
28 |
11 |
24 |
70 |
69 |
137 |
226 |
226 |
|
29 |
11 |
25 |
72 |
71 |
138 |
225 |
225 |
|
30 |
12 |
26 |
75 |
73 |
139 |
225 |
225 |
3.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
40 |
52 |
58 |
79 |
196 |
304 |
3 132 |
|
2 |
40 |
52 |
59 |
80 |
196 |
346 |
2 349 |
|
3 |
39 |
52 |
60 |
84 |
191 |
361 |
1 782 |
|
4 |
39 |
53 |
63 |
87 |
188 |
361 |
1 381 |
|
5 |
39 |
54 |
65 |
88 |
187 |
353 |
1 098 |
|
6 |
40 |
55 |
66 |
91 |
186 |
340 |
892 |
|
7 |
40 |
57 |
68 |
92 |
186 |
324 |
739 |
|
8 |
40 |
57 |
68 |
93 |
185 |
308 |
622 |
|
9 |
39 |
57 |
69 |
95 |
184 |
291 |
530 |
|
10 |
39 |
57 |
69 |
97 |
183 |
276 |
457 |
|
11 |
38 |
57 |
69 |
97 |
182 |
276 |
397 |
|
12 |
38 |
56 |
69 |
96 |
182 |
275 |
347 |
|
13 |
37 |
56 |
68 |
96 |
181 |
274 |
306 |
|
14 |
37 |
55 |
68 |
95 |
181 |
274 |
274 |
|
15 |
36 |
55 |
67 |
94 |
180 |
273 |
273 |
|
16 |
35 |
54 |
66 |
94 |
179 |
272 |
272 |
|
17 |
35 |
54 |
66 |
93 |
179 |
272 |
272 |
|
18 |
34 |
53 |
65 |
93 |
178 |
272 |
272 |
|
19 |
34 |
53 |
65 |
92 |
178 |
271 |
271 |
|
20 |
34 |
52 |
65 |
92 |
178 |
271 |
271 |
|
21 |
34 |
52 |
65 |
92 |
177 |
271 |
271 |
|
22 |
33 |
52 |
64 |
91 |
177 |
270 |
270 |
|
23 |
33 |
51 |
64 |
91 |
176 |
270 |
270 |
|
24 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
25 |
31 |
50 |
64 |
90 |
175 |
268 |
268 |
|
26 |
30 |
49 |
67 |
89 |
174 |
267 |
267 |
|
27 |
30 |
48 |
69 |
88 |
174 |
267 |
267 |
|
28 |
29 |
47 |
71 |
87 |
173 |
266 |
266 |
|
29 |
28 |
47 |
74 |
87 |
172 |
265 |
265 |
|
30 |
27 |
46 |
77 |
86 |
171 |
265 |
265 |
3.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
24 |
31 |
52 |
169 |
296 |
3 044 |
|
2 |
16 |
28 |
34 |
55 |
172 |
337 |
2 283 |
|
3 |
18 |
31 |
39 |
63 |
170 |
352 |
1 733 |
|
4 |
21 |
35 |
45 |
69 |
170 |
352 |
1 346 |
|
5 |
23 |
38 |
49 |
73 |
171 |
345 |
1 070 |
|
6 |
23 |
39 |
50 |
74 |
170 |
332 |
870 |
|
7 |
28 |
44 |
55 |
79 |
173 |
317 |
721 |
|
8 |
27 |
44 |
55 |
81 |
172 |
301 |
607 |
|
9 |
28 |
46 |
57 |
84 |
173 |
284 |
517 |
|
10 |
30 |
48 |
60 |
87 |
174 |
268 |
446 |
|
11 |
31 |
49 |
62 |
89 |
175 |
268 |
388 |
|
12 |
32 |
50 |
63 |
90 |
176 |
269 |
340 |
|
13 |
32 |
51 |
63 |
91 |
176 |
269 |
299 |
|
14 |
33 |
51 |
64 |
91 |
176 |
270 |
270 |
|
15 |
33 |
51 |
64 |
91 |
177 |
270 |
270 |
|
16 |
32 |
51 |
63 |
91 |
176 |
269 |
269 |
|
17 |
33 |
51 |
64 |
91 |
176 |
270 |
270 |
|
18 |
32 |
51 |
63 |
90 |
176 |
269 |
269 |
|
19 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
20 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
21 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
22 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
23 |
31 |
50 |
62 |
90 |
175 |
268 |
268 |
|
24 |
31 |
50 |
62 |
89 |
175 |
268 |
268 |
|
25 |
30 |
49 |
64 |
89 |
174 |
268 |
268 |
|
26 |
30 |
49 |
66 |
88 |
174 |
267 |
267 |
|
27 |
29 |
48 |
69 |
88 |
173 |
267 |
267 |
|
28 |
29 |
48 |
71 |
87 |
173 |
266 |
266 |
|
29 |
28 |
47 |
74 |
87 |
172 |
265 |
265 |
|
30 |
28 |
47 |
76 |
86 |
172 |
265 |
265 |
3.15
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
14 |
26 |
32 |
53 |
170 |
307 |
3 163 |
|
2 |
15 |
27 |
33 |
54 |
171 |
348 |
2 367 |
|
3 |
15 |
28 |
36 |
60 |
167 |
362 |
1 789 |
|
4 |
16 |
29 |
39 |
64 |
165 |
361 |
1 384 |
|
5 |
16 |
31 |
42 |
66 |
165 |
352 |
1 097 |
|
6 |
18 |
34 |
45 |
69 |
165 |
338 |
890 |
|
7 |
19 |
36 |
46 |
71 |
165 |
323 |
737 |
|
8 |
19 |
37 |
48 |
73 |
165 |
306 |
619 |
|
9 |
20 |
38 |
49 |
76 |
165 |
289 |
527 |
|
10 |
20 |
39 |
51 |
78 |
165 |
272 |
454 |
|
11 |
21 |
39 |
52 |
79 |
165 |
258 |
395 |
|
12 |
21 |
39 |
52 |
79 |
165 |
258 |
345 |
|
13 |
21 |
40 |
52 |
79 |
165 |
258 |
304 |
|
14 |
21 |
40 |
52 |
79 |
165 |
258 |
269 |
|
15 |
21 |
40 |
52 |
79 |
165 |
258 |
258 |
|
16 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
17 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
18 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
19 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
20 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
21 |
21 |
39 |
55 |
79 |
165 |
258 |
258 |
|
22 |
20 |
39 |
56 |
79 |
164 |
258 |
258 |
|
23 |
20 |
39 |
59 |
78 |
164 |
257 |
257 |
|
24 |
20 |
38 |
61 |
78 |
164 |
257 |
257 |
|
25 |
19 |
38 |
64 |
77 |
163 |
256 |
256 |
|
26 |
19 |
37 |
66 |
77 |
163 |
256 |
256 |
|
27 |
18 |
37 |
69 |
77 |
162 |
255 |
255 |
|
28 |
18 |
36 |
71 |
76 |
162 |
255 |
255 |
|
29 |
17 |
36 |
74 |
76 |
161 |
254 |
254 |
|
30 |
17 |
36 |
76 |
75 |
161 |
254 |
254 |
3.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
60 |
67 |
88 |
205 |
322 |
3 328 |
|
2 |
50 |
62 |
69 |
90 |
207 |
362 |
2 478 |
|
3 |
52 |
65 |
74 |
97 |
204 |
376 |
1 872 |
|
4 |
53 |
67 |
77 |
102 |
203 |
375 |
1 446 |
|
5 |
55 |
70 |
81 |
105 |
203 |
365 |
1 145 |
|
6 |
57 |
73 |
84 |
108 |
204 |
351 |
928 |
|
7 |
58 |
75 |
86 |
110 |
204 |
334 |
766 |
|
8 |
58 |
76 |
87 |
112 |
204 |
316 |
643 |
|
9 |
59 |
77 |
88 |
115 |
204 |
298 |
547 |
|
10 |
59 |
77 |
90 |
117 |
203 |
297 |
471 |
|
11 |
59 |
78 |
90 |
117 |
203 |
296 |
409 |
|
12 |
59 |
77 |
90 |
117 |
203 |
296 |
357 |
|
13 |
58 |
77 |
89 |
116 |
202 |
295 |
315 |
|
14 |
57 |
76 |
88 |
116 |
201 |
294 |
294 |
|
15 |
57 |
75 |
88 |
115 |
200 |
294 |
294 |
|
16 |
56 |
74 |
87 |
114 |
200 |
293 |
293 |
|
17 |
55 |
74 |
86 |
114 |
199 |
292 |
292 |
|
18 |
55 |
73 |
86 |
113 |
199 |
292 |
292 |
|
19 |
54 |
73 |
85 |
112 |
198 |
291 |
291 |
|
20 |
53 |
72 |
84 |
112 |
197 |
291 |
291 |
|
21 |
53 |
71 |
84 |
111 |
197 |
290 |
290 |
|
22 |
52 |
71 |
83 |
110 |
196 |
289 |
289 |
|
23 |
51 |
70 |
82 |
109 |
195 |
288 |
288 |
|
24 |
50 |
69 |
81 |
109 |
194 |
287 |
287 |
|
25 |
49 |
68 |
80 |
108 |
193 |
286 |
286 |
|
26 |
48 |
67 |
79 |
107 |
192 |
285 |
285 |
|
27 |
47 |
66 |
78 |
106 |
191 |
284 |
284 |
|
28 |
46 |
65 |
77 |
105 |
190 |
283 |
283 |
|
29 |
46 |
64 |
77 |
104 |
189 |
283 |
283 |
|
30 |
45 |
63 |
79 |
103 |
189 |
282 |
282 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
79 |
91 |
98 |
119 |
235 |
335 |
3 475 |
|
2 |
84 |
96 |
103 |
124 |
240 |
382 |
2 625 |
|
3 |
85 |
98 |
106 |
130 |
237 |
401 |
1 999 |
|
4 |
85 |
99 |
109 |
134 |
235 |
402 |
1 554 |
|
5 |
89 |
103 |
115 |
138 |
237 |
394 |
1 236 |
|
6 |
91 |
107 |
118 |
142 |
238 |
380 |
1004 |
|
7 |
93 |
110 |
120 |
145 |
239 |
363 |
832 |
|
8 |
95 |
112 |
123 |
149 |
240 |
345 |
700 |
|
9 |
96 |
114 |
125 |
152 |
241 |
334 |
596 |
|
10 |
97 |
115 |
127 |
154 |
241 |
334 |
513 |
|
11 |
97 |
115 |
127 |
155 |
241 |
334 |
446 |
|
12 |
96 |
114 |
127 |
154 |
240 |
333 |
390 |
|
13 |
95 |
113 |
126 |
153 |
239 |
332 |
343 |
|
14 |
93 |
112 |
124 |
152 |
237 |
330 |
330 |
|
15 |
92 |
111 |
123 |
150 |
236 |
329 |
329 |
|
16 |
91 |
109 |
122 |
149 |
235 |
328 |
328 |
|
17 |
89 |
108 |
120 |
148 |
233 |
326 |
326 |
|
18 |
88 |
107 |
119 |
146 |
232 |
325 |
325 |
|
19 |
87 |
105 |
118 |
145 |
231 |
324 |
324 |
|
20 |
85 |
104 |
116 |
144 |
229 |
322 |
322 |
|
21 |
84 |
102 |
115 |
142 |
228 |
321 |
321 |
|
22 |
82 |
101 |
113 |
141 |
226 |
319 |
319 |
|
23 |
80 |
99 |
112 |
139 |
224 |
318 |
318 |
|
24 |
79 |
97 |
110 |
137 |
223 |
316 |
316 |
|
25 |
77 |
96 |
108 |
135 |
221 |
314 |
314 |
|
26 |
75 |
94 |
106 |
134 |
219 |
312 |
312 |
|
27 |
74 |
92 |
105 |
132 |
218 |
311 |
311 |
|
28 |
72 |
91 |
103 |
130 |
216 |
309 |
309 |
|
29 |
70 |
89 |
101 |
129 |
214 |
307 |
307 |
|
30 |
69 |
87 |
100 |
127 |
213 |
306 |
306 |
3.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
20 |
26 |
47 |
164 |
306 |
3 152 |
|
2 |
10 |
22 |
29 |
50 |
167 |
347 |
2 357 |
|
3 |
12 |
25 |
33 |
57 |
164 |
362 |
1 787 |
|
4 |
14 |
27 |
38 |
62 |
163 |
362 |
1 386 |
|
5 |
16 |
30 |
42 |
65 |
164 |
353 |
1 100 |
|
6 |
17 |
33 |
44 |
69 |
164 |
340 |
893 |
|
7 |
19 |
36 |
46 |
71 |
165 |
324 |
739 |
|
8 |
19 |
37 |
48 |
73 |
165 |
307 |
622 |
|
9 |
20 |
38 |
49 |
76 |
165 |
290 |
530 |
|
10 |
20 |
38 |
51 |
78 |
164 |
273 |
456 |
|
11 |
20 |
39 |
51 |
79 |
164 |
257 |
396 |
|
12 |
20 |
39 |
51 |
78 |
164 |
257 |
347 |
|
13 |
20 |
38 |
51 |
78 |
163 |
257 |
305 |
|
14 |
19 |
38 |
50 |
77 |
163 |
256 |
270 |
|
15 |
18 |
37 |
49 |
77 |
162 |
255 |
255 |
|
16 |
18 |
36 |
49 |
76 |
162 |
255 |
255 |
|
17 |
17 |
36 |
48 |
76 |
161 |
254 |
254 |
|
18 |
17 |
36 |
48 |
76 |
161 |
254 |
254 |
|
19 |
17 |
36 |
50 |
75 |
161 |
254 |
254 |
|
20 |
17 |
36 |
52 |
76 |
161 |
254 |
254 |
|
21 |
17 |
36 |
55 |
76 |
161 |
255 |
255 |
|
22 |
17 |
36 |
57 |
76 |
161 |
255 |
255 |
|
23 |
17 |
36 |
59 |
76 |
161 |
254 |
254 |
|
24 |
17 |
36 |
62 |
76 |
161 |
254 |
254 |
|
25 |
17 |
36 |
64 |
75 |
161 |
254 |
254 |
|
26 |
17 |
35 |
67 |
75 |
161 |
254 |
254 |
|
27 |
17 |
35 |
69 |
75 |
161 |
254 |
254 |
|
28 |
16 |
35 |
71 |
75 |
160 |
253 |
253 |
|
29 |
16 |
35 |
74 |
75 |
160 |
253 |
253 |
|
30 |
16 |
35 |
77 |
75 |
160 |
253 |
253 |
3.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
90 |
102 |
108 |
129 |
246 |
341 |
3 308 |
|
2 |
91 |
103 |
110 |
131 |
247 |
364 |
2 486 |
|
3 |
91 |
104 |
112 |
136 |
243 |
381 |
1 889 |
|
4 |
92 |
105 |
116 |
140 |
241 |
381 |
1 466 |
|
5 |
93 |
107 |
119 |
142 |
241 |
373 |
1 165 |
|
6 |
94 |
110 |
121 |
145 |
241 |
359 |
946 |
|
7 |
95 |
112 |
122 |
147 |
240 |
343 |
783 |
|
8 |
95 |
112 |
123 |
149 |
240 |
333 |
659 |
|
9 |
95 |
113 |
124 |
151 |
240 |
333 |
561 |
|
10 |
94 |
112 |
124 |
152 |
238 |
331 |
483 |
|
11 |
93 |
111 |
124 |
151 |
237 |
330 |
420 |
|
12 |
91 |
110 |
122 |
149 |
235 |
328 |
367 |
|
13 |
89 |
108 |
120 |
148 |
233 |
326 |
326 |
|
14 |
88 |
106 |
119 |
146 |
232 |
325 |
325 |
|
15 |
86 |
105 |
117 |
144 |
230 |
323 |
323 |
|
16 |
84 |
103 |
115 |
143 |
228 |
321 |
321 |
|
17 |
83 |
101 |
114 |
141 |
227 |
320 |
320 |
|
18 |
81 |
100 |
112 |
140 |
225 |
318 |
318 |
|
19 |
80 |
99 |
111 |
138 |
224 |
317 |
317 |
|
20 |
79 |
98 |
110 |
137 |
223 |
316 |
316 |
|
21 |
78 |
97 |
109 |
136 |
222 |
315 |
315 |
|
22 |
77 |
95 |
108 |
135 |
221 |
314 |
314 |
|
23 |
76 |
94 |
107 |
134 |
220 |
313 |
313 |
|
24 |
74 |
93 |
105 |
133 |
218 |
311 |
311 |
|
25 |
73 |
92 |
104 |
132 |
217 |
310 |
310 |
|
26 |
72 |
91 |
103 |
130 |
216 |
309 |
309 |
|
27 |
71 |
89 |
102 |
129 |
215 |
308 |
308 |
|
28 |
70 |
88 |
101 |
128 |
214 |
307 |
307 |
|
29 |
68 |
87 |
99 |
127 |
212 |
306 |
306 |
|
30 |
67 |
86 |
98 |
126 |
211 |
304 |
304 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
304 |
316 |
322 |
343 |
460 |
555 |
3 550 |
|
2 |
83 |
95 |
102 |
123 |
239 |
382 |
2 627 |
|
3 |
85 |
98 |
106 |
129 |
236 |
394 |
1 975 |
|
4 |
87 |
100 |
111 |
135 |
236 |
393 |
1 524 |
|
5 |
89 |
103 |
115 |
138 |
237 |
383 |
1207 |
|
6 |
91 |
106 |
118 |
142 |
238 |
368 |
978 |
|
7 |
93 |
109 |
120 |
144 |
238 |
351 |
808 |
|
8 |
93 |
111 |
122 |
147 |
239 |
332 |
679 |
|
9 |
94 |
112 |
123 |
150 |
239 |
332 |
578 |
|
10 |
94 |
113 |
125 |
152 |
239 |
332 |
497 |
|
11 |
94 |
113 |
125 |
153 |
239 |
332 |
431 |
|
12 |
95 |
113 |
126 |
153 |
239 |
332 |
377 |
|
13 |
95 |
114 |
126 |
153 |
239 |
332 |
332 |
|
14 |
95 |
114 |
126 |
154 |
239 |
332 |
332 |
|
15 |
96 |
115 |
127 |
154 |
240 |
333 |
333 |
|
16 |
97 |
116 |
128 |
155 |
241 |
334 |
334 |
|
17 |
98 |
116 |
129 |
156 |
242 |
335 |
335 |
|
18 |
99 |
117 |
130 |
157 |
243 |
336 |
336 |
|
19 |
99 |
118 |
130 |
158 |
243 |
336 |
336 |
|
20 |
100 |
118 |
131 |
158 |
244 |
337 |
337 |
|
21 |
100 |
118 |
131 |
158 |
244 |
337 |
337 |
|
22 |
99 |
118 |
130 |
158 |
243 |
336 |
336 |
|
23 |
99 |
117 |
130 |
157 |
243 |
336 |
336 |
|
24 |
98 |
116 |
129 |
156 |
242 |
335 |
335 |
|
25 |
96 |
115 |
128 |
155 |
240 |
334 |
334 |
|
26 |
95 |
114 |
126 |
154 |
239 |
332 |
332 |
|
27 |
94 |
112 |
125 |
152 |
238 |
331 |
331 |
|
28 |
92 |
111 |
123 |
151 |
236 |
329 |
329 |
|
29 |
91 |
110 |
122 |
149 |
235 |
328 |
328 |
|
30 |
89 |
108 |
120 |
148 |
233 |
327 |
327 |
3.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
6 |
13 |
34 |
151 |
292 |
3 000 |
|
2 |
0 |
6 |
13 |
34 |
150 |
332 |
2 250 |
|
3 |
1 |
6 |
15 |
38 |
145 |
347 |
1 709 |
|
4 |
1 |
7 |
17 |
41 |
142 |
348 |
1 326 |
|
5 |
1 |
8 |
19 |
43 |
141 |
340 |
1 054 |
|
6 |
2 |
10 |
21 |
45 |
141 |
327 |
857 |
|
7 |
2 |
11 |
22 |
46 |
140 |
312 |
709 |
|
8 |
2 |
11 |
22 |
48 |
139 |
296 |
597 |
|
9 |
4 |
11 |
24 |
50 |
138 |
279 |
509 |
|
10 |
4 |
12 |
27 |
51 |
138 |
263 |
438 |
|
11 |
4 |
12 |
29 |
52 |
138 |
247 |
381 |
|
12 |
4 |
12 |
31 |
52 |
138 |
232 |
333 |
|
13 |
5 |
13 |
34 |
52 |
138 |
231 |
294 |
|
14 |
5 |
13 |
37 |
53 |
138 |
231 |
261 |
|
15 |
6 |
13 |
38 |
53 |
138 |
232 |
232 |
|
16 |
6 |
13 |
41 |
53 |
139 |
232 |
232 |
|
17 |
6 |
15 |
44 |
54 |
139 |
232 |
232 |
|
18 |
6 |
15 |
45 |
54 |
140 |
233 |
233 |
|
19 |
7 |
16 |
48 |
55 |
141 |
234 |
234 |
|
20 |
7 |
17 |
51 |
56 |
141 |
235 |
235 |
|
21 |
8 |
18 |
53 |
57 |
142 |
235 |
235 |
|
22 |
9 |
18 |
55 |
58 |
143 |
236 |
236 |
|
23 |
9 |
20 |
58 |
60 |
143 |
237 |
237 |
|
24 |
9 |
20 |
60 |
61 |
144 |
237 |
237 |
|
25 |
10 |
22 |
63 |
63 |
144 |
237 |
237 |
|
26 |
10 |
22 |
65 |
65 |
145 |
238 |
238 |
|
27 |
10 |
23 |
68 |
67 |
145 |
238 |
238 |
|
28 |
11 |
24 |
70 |
69 |
145 |
238 |
238 |
|
29 |
11 |
25 |
72 |
71 |
145 |
238 |
238 |
|
30 |
12 |
26 |
75 |
73 |
146 |
239 |
239 |
3.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
46 |
58 |
65 |
86 |
203 |
312 |
3215 |
|
2 |
47 |
59 |
66 |
87 |
203 |
353 |
2 405 |
|
3 |
46 |
59 |
68 |
91 |
198 |
367 |
1 820 |
|
4 |
46 |
60 |
70 |
94 |
195 |
367 |
1 409 |
|
5 |
46 |
61 |
72 |
96 |
195 |
358 |
1 118 |
|
6 |
47 |
63 |
74 |
98 |
194 |
345 |
907 |
|
7 |
48 |
64 |
75 |
99 |
193 |
328 |
750 |
|
8 |
47 |
65 |
76 |
101 |
192 |
311 |
631 |
|
9 |
47 |
65 |
76 |
103 |
192 |
294 |
537 |
|
10 |
46 |
65 |
77 |
104 |
191 |
284 |
462 |
|
11 |
45 |
64 |
76 |
104 |
189 |
282 |
402 |
|
12 |
44 |
62 |
75 |
102 |
188 |
281 |
351 |
|
13 |
43 |
61 |
74 |
101 |
187 |
280 |
310 |
|
14 |
41 |
60 |
72 |
100 |
185 |
278 |
278 |
|
15 |
40 |
59 |
71 |
99 |
184 |
277 |
277 |
|
16 |
39 |
58 |
70 |
97 |
183 |
276 |
276 |
|
17 |
38 |
57 |
69 |
96 |
182 |
275 |
275 |
|
18 |
37 |
56 |
68 |
95 |
181 |
274 |
274 |
|
19 |
36 |
55 |
67 |
95 |
180 |
273 |
273 |
|
20 |
36 |
55 |
67 |
94 |
180 |
273 |
273 |
|
21 |
35 |
54 |
66 |
94 |
179 |
273 |
273 |
|
22 |
35 |
53 |
66 |
93 |
179 |
272 |
272 |
|
23 |
34 |
53 |
65 |
93 |
178 |
271 |
271 |
|
24 |
34 |
52 |
65 |
92 |
177 |
271 |
271 |
|
25 |
33 |
51 |
65 |
91 |
177 |
270 |
270 |
|
26 |
32 |
51 |
68 |
91 |
176 |
269 |
269 |
|
27 |
31 |
50 |
70 |
90 |
175 |
269 |
269 |
|
28 |
31 |
49 |
73 |
89 |
175 |
268 |
268 |
|
29 |
30 |
49 |
75 |
89 |
174 |
267 |
267 |
|
30 |
30 |
48 |
77 |
88 |
173 |
267 |
267 |
3.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
109 |
121 |
128 |
149 |
265 |
360 |
3 365 |
|
2 |
110 |
123 |
129 |
150 |
267 |
369 |
2523 |
|
3 |
112 |
125 |
133 |
157 |
264 |
385 |
1 916 |
|
4 |
113 |
127 |
137 |
162 |
263 |
386 |
1 488 |
|
5 |
115 |
130 |
141 |
165 |
263 |
378 |
1 184 |
|
6 |
117 |
133 |
144 |
168 |
264 |
366 |
964 |
|
7 |
119 |
136 |
146 |
170 |
264 |
357 |
800 |
|
8 |
119 |
136 |
147 |
173 |
264 |
357 |
674 |
|
9 |
119 |
137 |
149 |
175 |
264 |
357 |
575 |
|
10 |
119 |
137 |
150 |
177 |
263 |
357 |
496 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
432 |
|
12 |
117 |
136 |
148 |
176 |
261 |
354 |
378 |
|
13 |
116 |
135 |
147 |
174 |
260 |
353 |
353 |
|
14 |
114 |
133 |
145 |
173 |
258 |
351 |
351 |
|
15 |
113 |
131 |
144 |
171 |
256 |
350 |
350 |
|
16 |
110 |
129 |
141 |
169 |
254 |
347 |
347 |
|
17 |
109 |
127 |
140 |
167 |
252 |
346 |
346 |
|
18 |
107 |
125 |
138 |
165 |
251 |
344 |
344 |
|
19 |
105 |
123 |
136 |
163 |
249 |
342 |
342 |
|
20 |
103 |
122 |
134 |
162 |
247 |
340 |
340 |
|
21 |
101 |
120 |
132 |
160 |
245 |
339 |
339 |
|
22 |
100 |
118 |
131 |
158 |
244 |
337 |
337 |
|
23 |
98 |
116 |
129 |
156 |
242 |
335 |
335 |
|
24 |
96 |
115 |
127 |
154 |
240 |
333 |
333 |
|
25 |
94 |
113 |
125 |
152 |
238 |
331 |
331 |
|
26 |
92 |
111 |
123 |
151 |
236 |
329 |
329 |
|
27 |
90 |
109 |
121 |
149 |
234 |
327 |
327 |
|
28 |
89 |
107 |
120 |
147 |
233 |
326 |
326 |
|
29 |
87 |
106 |
118 |
145 |
231 |
324 |
324 |
|
30 |
85 |
104 |
116 |
144 |
229 |
322 |
322 |
3.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
163 |
175 |
181 |
202 |
319 |
414 |
3 587 |
|
2 |
171 |
183 |
190 |
211 |
328 |
422 |
2 678 |
|
3 |
175 |
188 |
197 |
220 |
327 |
422 |
2 035 |
|
4 |
177 |
191 |
201 |
226 |
327 |
420 |
1 582 |
|
5 |
179 |
193 |
205 |
228 |
327 |
420 |
1 259 |
|
6 |
179 |
195 |
206 |
230 |
326 |
419 |
1 024 |
|
7 |
180 |
197 |
207 |
232 |
325 |
418 |
849 |
|
8 |
179 |
196 |
207 |
233 |
324 |
417 |
714 |
|
9 |
178 |
196 |
208 |
235 |
323 |
416 |
609 |
|
10 |
178 |
196 |
208 |
235 |
322 |
415 |
525 |
|
11 |
176 |
195 |
207 |
235 |
320 |
414 |
456 |
|
12 |
174 |
193 |
205 |
233 |
318 |
411 |
411 |
|
13 |
172 |
190 |
203 |
230 |
316 |
409 |
409 |
|
14 |
169 |
187 |
200 |
227 |
313 |
406 |
406 |
|
15 |
166 |
185 |
197 |
224 |
310 |
403 |
403 |
|
16 |
163 |
182 |
194 |
221 |
307 |
400 |
400 |
|
17 |
160 |
179 |
191 |
218 |
304 |
397 |
397 |
|
18 |
157 |
176 |
188 |
216 |
301 |
394 |
394 |
|
19 |
154 |
173 |
185 |
213 |
298 |
391 |
391 |
|
20 |
151 |
170 |
182 |
210 |
295 |
388 |
388 |
|
21 |
148 |
167 |
179 |
207 |
292 |
385 |
385 |
|
22 |
145 |
164 |
176 |
204 |
289 |
382 |
382 |
|
23 |
142 |
161 |
173 |
201 |
286 |
379 |
379 |
|
24 |
139 |
158 |
170 |
198 |
283 |
376 |
376 |
|
25 |
136 |
155 |
167 |
195 |
280 |
373 |
373 |
|
26 |
133 |
152 |
164 |
192 |
277 |
370 |
370 |
|
27 |
130 |
149 |
161 |
189 |
274 |
367 |
367 |
|
28 |
127 |
146 |
158 |
186 |
271 |
364 |
364 |
|
29 |
125 |
143 |
156 |
183 |
269 |
362 |
362 |
|
30 |
122 |
141 |
153 |
180 |
266 |
359 |
359 |
3.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
27 |
39 |
46 |
67 |
183 |
298 |
3 062 |
|
2 |
28 |
40 |
46 |
67 |
184 |
339 |
2302 |
|
3 |
28 |
41 |
49 |
72 |
179 |
355 |
1 751 |
|
4 |
28 |
41 |
52 |
76 |
177 |
356 |
1 361 |
|
5 |
28 |
43 |
54 |
78 |
177 |
349 |
1 082 |
|
6 |
29 |
45 |
56 |
80 |
176 |
336 |
880 |
|
7 |
30 |
47 |
57 |
82 |
175 |
321 |
729 |
|
8 |
29 |
47 |
58 |
83 |
174 |
304 |
614 |
|
9 |
29 |
47 |
58 |
85 |
174 |
287 |
523 |
|
10 |
29 |
47 |
59 |
86 |
173 |
271 |
451 |
|
11 |
28 |
47 |
59 |
87 |
172 |
266 |
392 |
|
12 |
28 |
46 |
59 |
86 |
172 |
265 |
343 |
|
13 |
27 |
46 |
58 |
86 |
171 |
264 |
302 |
|
14 |
27 |
46 |
58 |
85 |
171 |
264 |
268 |
|
15 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
16 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
17 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
18 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
19 |
27 |
46 |
58 |
85 |
171 |
264 |
264 |
|
20 |
27 |
46 |
58 |
86 |
171 |
264 |
264 |
|
21 |
27 |
46 |
58 |
86 |
171 |
264 |
264 |
|
22 |
27 |
46 |
58 |
85 |
171 |
264 |
264 |
|
23 |
27 |
46 |
59 |
85 |
171 |
264 |
264 |
|
24 |
27 |
45 |
62 |
85 |
171 |
264 |
264 |
|
25 |
26 |
45 |
64 |
85 |
170 |
263 |
263 |
|
26 |
26 |
45 |
67 |
84 |
170 |
263 |
263 |
|
27 |
26 |
44 |
69 |
84 |
170 |
263 |
263 |
|
28 |
25 |
44 |
71 |
84 |
169 |
262 |
262 |
|
29 |
25 |
44 |
74 |
83 |
169 |
262 |
262 |
|
30 |
25 |
43 |
76 |
83 |
169 |
262 |
262 |
3.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
25 |
37 |
43 |
64 |
181 |
300 |
3 088 |
|
2 |
27 |
39 |
45 |
66 |
183 |
343 |
2 328 |
|
3 |
28 |
41 |
49 |
73 |
180 |
359 |
1 772 |
|
4 |
29 |
43 |
53 |
78 |
178 |
360 |
1 377 |
|
5 |
31 |
46 |
57 |
81 |
179 |
353 |
1 096 |
|
6 |
33 |
49 |
60 |
84 |
180 |
340 |
891 |
|
7 |
35 |
51 |
62 |
86 |
180 |
325 |
738 |
|
8 |
35 |
52 |
63 |
89 |
180 |
308 |
622 |
|
9 |
36 |
53 |
65 |
92 |
180 |
291 |
530 |
|
10 |
36 |
55 |
67 |
94 |
181 |
274 |
457 |
|
11 |
37 |
56 |
68 |
95 |
181 |
274 |
397 |
|
12 |
37 |
56 |
68 |
96 |
181 |
274 |
348 |
|
13 |
37 |
56 |
68 |
96 |
181 |
275 |
306 |
|
14 |
37 |
56 |
68 |
96 |
181 |
274 |
274 |
|
15 |
37 |
56 |
68 |
96 |
181 |
274 |
274 |
|
16 |
37 |
56 |
68 |
95 |
181 |
274 |
274 |
|
17 |
37 |
56 |
68 |
96 |
181 |
274 |
274 |
|
18 |
37 |
56 |
68 |
96 |
181 |
274 |
274 |
|
19 |
38 |
56 |
69 |
96 |
181 |
275 |
275 |
|
20 |
38 |
56 |
69 |
96 |
182 |
275 |
275 |
|
21 |
38 |
57 |
69 |
96 |
182 |
275 |
275 |
|
22 |
38 |
56 |
69 |
96 |
182 |
275 |
275 |
|
23 |
38 |
56 |
69 |
96 |
182 |
275 |
275 |
|
24 |
37 |
56 |
68 |
96 |
181 |
274 |
274 |
|
25 |
37 |
55 |
68 |
95 |
181 |
274 |
274 |
|
26 |
36 |
55 |
68 |
95 |
180 |
273 |
273 |
|
27 |
36 |
54 |
70 |
94 |
180 |
273 |
273 |
|
28 |
35 |
54 |
73 |
93 |
179 |
272 |
272 |
|
29 |
34 |
53 |
75 |
93 |
178 |
272 |
272 |
|
30 |
34 |
52 |
77 |
92 |
178 |
271 |
271 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
123 |
135 |
141 |
162 |
279 |
374 |
3 452 |
|
2 |
121 |
133 |
140 |
161 |
278 |
378 |
2 594 |
|
3 |
120 |
133 |
141 |
165 |
272 |
396 |
1 972 |
|
4 |
119 |
133 |
143 |
168 |
269 |
397 |
1 531 |
|
5 |
120 |
134 |
146 |
169 |
268 |
388 |
1 218 |
|
6 |
120 |
136 |
147 |
171 |
267 |
375 |
990 |
|
7 |
120 |
137 |
148 |
172 |
266 |
359 |
820 |
|
8 |
120 |
137 |
148 |
174 |
265 |
358 |
690 |
|
9 |
119 |
137 |
149 |
175 |
264 |
357 |
588 |
|
10 |
119 |
137 |
150 |
177 |
263 |
357 |
506 |
|
11 |
119 |
137 |
150 |
177 |
263 |
356 |
440 |
|
12 |
118 |
136 |
149 |
176 |
262 |
355 |
385 |
|
13 |
117 |
135 |
148 |
175 |
261 |
354 |
354 |
|
14 |
115 |
134 |
146 |
174 |
259 |
352 |
352 |
|
15 |
113 |
132 |
144 |
172 |
257 |
350 |
350 |
|
16 |
111 |
130 |
142 |
170 |
255 |
349 |
349 |
|
17 |
109 |
128 |
140 |
167 |
253 |
346 |
346 |
|
18 |
107 |
126 |
138 |
165 |
251 |
344 |
344 |
|
19 |
105 |
124 |
136 |
163 |
249 |
342 |
342 |
|
20 |
103 |
121 |
134 |
161 |
247 |
340 |
340 |
|
21 |
101 |
119 |
132 |
159 |
245 |
338 |
338 |
|
22 |
98 |
117 |
129 |
157 |
242 |
336 |
336 |
|
23 |
96 |
115 |
127 |
155 |
240 |
333 |
333 |
|
24 |
94 |
113 |
125 |
152 |
238 |
331 |
331 |
|
25 |
92 |
110 |
123 |
150 |
236 |
329 |
329 |
|
26 |
90 |
108 |
121 |
148 |
234 |
327 |
327 |
|
27 |
88 |
106 |
119 |
146 |
231 |
325 |
325 |
|
28 |
85 |
104 |
117 |
144 |
229 |
323 |
323 |
|
29 |
83 |
102 |
115 |
142 |
227 |
321 |
321 |
|
30 |
82 |
100 |
113 |
140 |
225 |
319 |
319 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
9 |
15 |
36 |
153 |
303 |
3 119 |
|
2 |
0 |
11 |
17 |
38 |
155 |
344 |
2 335 |
|
3 |
1 |
12 |
21 |
44 |
151 |
359 |
1 771 |
|
4 |
1 |
14 |
25 |
49 |
150 |
359 |
1 373 |
|
5 |
2 |
17 |
28 |
52 |
151 |
350 |
1 091 |
|
6 |
4 |
20 |
31 |
55 |
151 |
337 |
885 |
|
7 |
6 |
23 |
33 |
58 |
151 |
322 |
733 |
|
8 |
6 |
24 |
35 |
60 |
151 |
305 |
616 |
|
9 |
6 |
24 |
36 |
63 |
151 |
288 |
525 |
|
10 |
7 |
25 |
37 |
64 |
151 |
271 |
452 |
|
11 |
7 |
25 |
38 |
65 |
151 |
254 |
392 |
|
12 |
6 |
25 |
38 |
65 |
150 |
244 |
344 |
|
13 |
6 |
25 |
37 |
65 |
150 |
243 |
303 |
|
14 |
6 |
25 |
37 |
64 |
150 |
243 |
268 |
|
15 |
6 |
24 |
40 |
64 |
150 |
243 |
243 |
|
16 |
6 |
24 |
42 |
64 |
149 |
243 |
243 |
|
17 |
6 |
24 |
45 |
64 |
150 |
243 |
243 |
|
18 |
6 |
24 |
47 |
64 |
150 |
243 |
243 |
|
19 |
7 |
24 |
49 |
64 |
150 |
243 |
243 |
|
20 |
8 |
25 |
52 |
65 |
150 |
243 |
243 |
|
21 |
8 |
25 |
55 |
65 |
151 |
244 |
244 |
|
22 |
9 |
26 |
56 |
65 |
151 |
244 |
244 |
|
23 |
9 |
26 |
59 |
66 |
151 |
244 |
244 |
|
24 |
9 |
26 |
61 |
66 |
151 |
244 |
244 |
|
25 |
10 |
26 |
64 |
66 |
151 |
245 |
245 |
|
26 |
10 |
26 |
66 |
67 |
152 |
245 |
245 |
|
27 |
11 |
26 |
69 |
69 |
152 |
245 |
245 |
|
28 |
11 |
26 |
71 |
70 |
152 |
245 |
245 |
|
29 |
11 |
26 |
74 |
72 |
152 |
245 |
245 |
|
30 |
12 |
27 |
76 |
75 |
152 |
245 |
245 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
43 |
49 |
70 |
187 |
304 |
3 125 |
|
2 |
31 |
43 |
50 |
71 |
187 |
344 |
2 340 |
|
3 |
30 |
43 |
51 |
75 |
182 |
359 |
1 775 |
|
4 |
29 |
43 |
53 |
77 |
178 |
359 |
1 376 |
|
5 |
29 |
44 |
55 |
78 |
177 |
351 |
1 093 |
|
6 |
31 |
47 |
58 |
82 |
178 |
338 |
887 |
|
7 |
30 |
46 |
57 |
81 |
175 |
322 |
734 |
|
8 |
33 |
50 |
61 |
87 |
178 |
305 |
617 |
|
9 |
32 |
50 |
62 |
88 |
177 |
288 |
526 |
|
10 |
28 |
46 |
58 |
85 |
172 |
271 |
453 |
|
11 |
24 |
42 |
55 |
82 |
168 |
261 |
393 |
|
12 |
21 |
39 |
52 |
79 |
165 |
258 |
344 |
|
13 |
18 |
37 |
49 |
77 |
162 |
255 |
303 |
|
14 |
17 |
35 |
48 |
75 |
160 |
254 |
268 |
|
15 |
15 |
34 |
46 |
74 |
159 |
252 |
252 |
|
16 |
14 |
32 |
45 |
72 |
158 |
251 |
251 |
|
17 |
13 |
32 |
45 |
71 |
157 |
250 |
250 |
|
18 |
12 |
31 |
47 |
71 |
156 |
249 |
249 |
|
19 |
12 |
31 |
49 |
70 |
156 |
249 |
249 |
|
20 |
12 |
31 |
52 |
70 |
156 |
249 |
249 |
|
21 |
12 |
31 |
54 |
70 |
156 |
249 |
249 |
|
22 |
12 |
31 |
56 |
70 |
156 |
249 |
249 |
|
23 |
12 |
31 |
59 |
70 |
156 |
249 |
249 |
|
24 |
12 |
30 |
61 |
70 |
156 |
249 |
249 |
|
25 |
12 |
30 |
64 |
70 |
156 |
249 |
249 |
|
26 |
11 |
30 |
66 |
70 |
155 |
249 |
249 |
|
27 |
11 |
30 |
69 |
70 |
155 |
248 |
248 |
|
28 |
11 |
30 |
71 |
70 |
155 |
248 |
248 |
|
29 |
11 |
30 |
74 |
72 |
155 |
248 |
248 |
|
30 |
12 |
30 |
76 |
73 |
155 |
248 |
248 |
3.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
206 |
218 |
225 |
245 |
362 |
457 |
3 608 |
|
2 |
202 |
214 |
221 |
242 |
359 |
454 |
2 687 |
|
3 |
197 |
210 |
219 |
242 |
349 |
444 |
2 032 |
|
4 |
193 |
207 |
217 |
241 |
342 |
436 |
1 571 |
|
5 |
189 |
204 |
215 |
238 |
337 |
430 |
1 244 |
|
6 |
186 |
201 |
212 |
237 |
332 |
426 |
1008 |
|
7 |
183 |
199 |
210 |
234 |
328 |
421 |
832 |
|
8 |
179 |
196 |
207 |
232 |
324 |
417 |
698 |
|
9 |
175 |
193 |
204 |
231 |
320 |
413 |
593 |
|
10 |
171 |
189 |
202 |
229 |
315 |
409 |
510 |
|
11 |
167 |
186 |
198 |
226 |
311 |
404 |
442 |
|
12 |
163 |
182 |
194 |
222 |
307 |
400 |
400 |
|
13 |
159 |
178 |
190 |
218 |
303 |
396 |
396 |
|
14 |
155 |
174 |
186 |
214 |
299 |
393 |
393 |
|
15 |
152 |
170 |
183 |
210 |
296 |
389 |
389 |
|
16 |
148 |
167 |
179 |
207 |
292 |
385 |
385 |
|
17 |
145 |
164 |
176 |
203 |
289 |
382 |
382 |
|
18 |
142 |
160 |
173 |
200 |
286 |
379 |
379 |
|
19 |
139 |
157 |
170 |
197 |
283 |
376 |
376 |
|
20 |
136 |
155 |
167 |
194 |
280 |
373 |
373 |
|
21 |
133 |
152 |
164 |
191 |
277 |
370 |
370 |
|
22 |
130 |
149 |
161 |
189 |
274 |
367 |
367 |
|
23 |
127 |
146 |
158 |
186 |
271 |
364 |
364 |
|
24 |
124 |
143 |
155 |
183 |
268 |
362 |
362 |
|
25 |
122 |
140 |
153 |
180 |
266 |
359 |
359 |
|
26 |
119 |
138 |
150 |
177 |
263 |
356 |
356 |
|
27 |
116 |
135 |
147 |
175 |
260 |
353 |
353 |
|
28 |
114 |
132 |
145 |
172 |
258 |
351 |
351 |
|
29 |
111 |
130 |
142 |
170 |
255 |
348 |
348 |
|
30 |
109 |
128 |
140 |
167 |
253 |
346 |
346 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
25 |
50 |
169 |
309 |
3 185 |
|
2 |
0 |
14 |
25 |
50 |
169 |
349 |
2 374 |
|
3 |
1 |
17 |
28 |
55 |
165 |
362 |
1 794 |
|
4 |
1 |
20 |
31 |
60 |
164 |
362 |
1 389 |
|
5 |
3 |
23 |
36 |
66 |
165 |
353 |
1102 |
|
6 |
6 |
27 |
39 |
68 |
165 |
339 |
894 |
|
7 |
8 |
31 |
42 |
70 |
166 |
324 |
739 |
|
8 |
11 |
34 |
45 |
74 |
166 |
306 |
621 |
|
9 |
13 |
37 |
49 |
76 |
166 |
289 |
529 |
|
10 |
14 |
39 |
51 |
77 |
166 |
272 |
455 |
|
11 |
15 |
41 |
52 |
78 |
166 |
259 |
395 |
|
12 |
15 |
42 |
54 |
79 |
166 |
259 |
346 |
|
13 |
16 |
43 |
55 |
80 |
166 |
259 |
305 |
|
14 |
17 |
44 |
55 |
80 |
166 |
259 |
270 |
|
15 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
16 |
17 |
44 |
55 |
80 |
165 |
258 |
258 |
|
17 |
17 |
44 |
55 |
80 |
165 |
259 |
259 |
|
18 |
17 |
44 |
55 |
80 |
165 |
259 |
259 |
|
19 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
20 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
21 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
22 |
17 |
44 |
56 |
80 |
166 |
259 |
259 |
|
23 |
17 |
44 |
59 |
80 |
166 |
259 |
259 |
|
24 |
17 |
44 |
61 |
80 |
166 |
259 |
259 |
|
25 |
17 |
44 |
64 |
80 |
165 |
259 |
259 |
|
26 |
17 |
44 |
66 |
80 |
165 |
258 |
258 |
|
27 |
17 |
44 |
69 |
80 |
165 |
258 |
258 |
|
28 |
17 |
44 |
71 |
80 |
165 |
258 |
258 |
|
29 |
17 |
44 |
74 |
80 |
164 |
257 |
257 |
|
30 |
17 |
44 |
76 |
80 |
164 |
257 |
257 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
4 |
14 |
131 |
288 |
2 955 |
|
2 |
0 |
1 |
6 |
13 |
129 |
328 |
2 218 |
|
3 |
1 |
1 |
8 |
16 |
123 |
343 |
1 685 |
|
4 |
1 |
3 |
11 |
19 |
120 |
344 |
1 308 |
|
5 |
1 |
4 |
13 |
21 |
119 |
336 |
1 040 |
|
6 |
2 |
4 |
16 |
23 |
118 |
324 |
846 |
|
7 |
2 |
6 |
19 |
26 |
118 |
309 |
701 |
|
8 |
2 |
6 |
21 |
29 |
118 |
293 |
590 |
|
9 |
4 |
7 |
24 |
30 |
118 |
277 |
503 |
|
10 |
4 |
9 |
27 |
33 |
118 |
261 |
433 |
|
11 |
4 |
9 |
28 |
35 |
118 |
245 |
377 |
|
12 |
4 |
9 |
31 |
37 |
118 |
230 |
330 |
|
13 |
4 |
11 |
34 |
39 |
118 |
216 |
291 |
|
14 |
5 |
11 |
36 |
42 |
119 |
212 |
258 |
|
15 |
6 |
13 |
38 |
43 |
119 |
212 |
230 |
|
16 |
6 |
13 |
41 |
45 |
119 |
212 |
212 |
|
17 |
6 |
15 |
43 |
47 |
120 |
213 |
213 |
|
18 |
6 |
15 |
45 |
50 |
120 |
213 |
213 |
|
19 |
7 |
16 |
48 |
51 |
121 |
214 |
214 |
|
20 |
7 |
17 |
51 |
54 |
123 |
214 |
214 |
|
21 |
7 |
18 |
52 |
55 |
125 |
215 |
215 |
|
22 |
9 |
18 |
55 |
57 |
126 |
215 |
215 |
|
23 |
9 |
20 |
57 |
59 |
128 |
215 |
215 |
|
24 |
9 |
20 |
60 |
61 |
129 |
215 |
215 |
|
25 |
10 |
21 |
61 |
63 |
130 |
215 |
215 |
|
26 |
10 |
22 |
64 |
65 |
132 |
215 |
215 |
|
27 |
10 |
23 |
66 |
66 |
133 |
215 |
215 |
|
28 |
11 |
24 |
69 |
68 |
134 |
215 |
215 |
|
29 |
11 |
25 |
71 |
70 |
135 |
215 |
215 |
|
30 |
12 |
25 |
73 |
71 |
137 |
215 |
215 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
20 |
|
Euro |
Belgium |
20 |
|
Euro |
Cyprus |
20 |
|
Euro |
Estonia |
20 |
|
Euro |
Finland |
20 |
|
Euro |
France |
20 |
|
Euro |
Germany |
20 |
|
Euro |
Greece |
20 |
|
Euro |
Ireland |
20 |
|
Euro |
Italy |
20 |
|
Euro |
Latvia |
20 |
|
Euro |
Lithuania |
20 |
|
Euro |
Luxembourg |
20 |
|
Euro |
Malta |
20 |
|
Euro |
Netherlands |
20 |
|
Euro |
Portugal |
20 |
|
Euro |
Slovakia |
20 |
|
Euro |
Slovenia |
20 |
|
Euro |
Spain |
20 |
|
Czech koruna |
Czech Republic |
16 |
|
Danish krone |
Denmark |
26 |
|
Forint |
Hungary |
17 |
|
Krona |
Sweden |
-1 |
|
Euro |
Croatia |
20 |
|
Lev |
Bulgaria |
17 |
|
Pound sterling |
United Kingdom |
21 |
|
Romanian leu |
Romania |
17 |
|
Zloty |
Poland |
16 |
|
Króna |
Iceland |
54 |
|
Norwegian krone |
Norway |
10 |
|
Swiss franc |
Liechtenstein |
-3 |
|
Swiss franc |
Switzerland |
-3 |
|
Australian dollar |
Australia |
-2 |
|
Canadian dollar |
Canada |
9 |
|
Renminbi-yuan |
China |
8 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
57 |
|
Yen |
Japan |
-0 |
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